Is there a reason for inconsistency in what a VPN breaks and doesn't break?

Random IP changes when browser cookies don’t identify with the previous activity will do that. Plus, VPN creates an encrypted tunnel so if you unless you use Tailscale + VPN only, it should work. If not and if you keep changing your set up, your issues are common and inevitable as far as I know.

But there could be other reasons for the inconsistency. Tech is always changing. Perhaps someone else will have a better and a more conclusive answer for you.