A VPN for me but not you: a surprise when tethering to my phone
My phone supports VPNs, of course, and I have it set up to talk to our work VPN. This is convenient for reasons beyond mere privacy when I'm using it over networks I don't entirely trust; there are various systems at work that can only be reached from 'inside' machines (including the VPN server), or which are easier to use that way.
My phone also supports tethering other devices to it to give them Internet access through the phone's connection (whatever that is at the time). This is built in to iOS as a standard function, not supplied through a provider addition or feature (as far as I know Apple doesn't allow cellular providers any control over whether iOS allows tethering to be used), and is something that I wind up using periodically.
As I found out the first time I tried to do both at once, my phone has what I consider an oddity: only the phone's traffic uses the (phone) VPN, not the traffic from any tethered devices. The VPN is for the phone only, not for any attached devices; they're on their own, which is sometimes inconvenient for me. It would be a fair bit easier if any random machine I tethered to the phone could take advantage of the phone's VPN and didn't have to set up a VPN configuration itself.
(In fact we've had problems on our VPN servers in the past when there were multiple VPN connections from the same public IP, which is what I'd get if I had both the phone and a tethered machine using the VPN at the same time. I think those aren't there any more, although I'm not sure.)
As far as I know, there is no technical requirement that forces this; in general you certainly could route NAT'd tethered traffic through the VPN connection too. If anything, my phone may have to go out of its way to route locally originated traffic in one way and tethered traffic in another way (although this depends on how NAT and VPNs interact in the iOS kernel). Doing things this way seems likely to be mostly or entirely a policy decision, especially by now (after so many years of iOS development, and a succession of people asking about this on the Internet, and so on).
(I don't currently have a position on whether it's a good or a bad policy decision, although I think it is a bit surprising. I certainly expected tethered traffic to be handled just the same way as local traffic from the phone itself.)