There is a famous experiment , where a person gets 100$, and have to offer an arbitrary percentage of that to a stranger. If the stranger declines, both get nothing.
From the strangers perspective, getting offered even 1$ is a win, but the vast majority rejected anything below 30%
That is the function of a firewall and not of the VPN. As I understand portmaster it does both. But that is not normal VPN behavior.
VPNs are not magic. They are a piece of software that encrypt traffic and send it to a special server. They do that by creating a virtual Internet connection (think like pluging in an additional Ethernet cable or connection to an addition WiFi at the same time). Everything that is sent through the virtual connection is encrypted. Your system now has (at least) two valid Internet connections (one real and one virtual). For every packet it sends it needs to decide which connection it should send it from. This is decided by something called the routing table. When you start the VPN it will put two routes into the table.
The attack described is a way how a network router can add a new route into your devices routing table to basically override the second route from the VPN. The route is still there, there just is another one that has a higher priority.
A VPN is not the ultimate authority over your network traffic. It is just another program sending and recieving taffic.