Most likely, traffic between your Linode and you is taking one path (outside the VPN) before the VPN is brought up, but once the VPN is up, it provides a better route to get to you. You can verify this with "ip route" (or "ip -6 route" if you're using IPv6) and "ip route get 192.0.2.1" (substituting the IP address of the other end -- that is, where
you are).
Is the VPN between your Linode and where you are, or is it to somewhere else?
There are a couple solutions:
1) Insert a more specific route to get to your IP address, without going through the VPN.
2) Configure things to not route all Internet-destined traffic through the VPN.
3) Set up the VPN the normal command-line way, and NX in through the VPN address.
Interestingly, this is more a limitation of IP routing than it is a Linux-specific problem; your kernel isn't running IOS, but it is a surprisingly capable router. So, be open to solutions from the networking side of the fence

-rt
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