I've had issues with payments while being connected via AirVPN.
This is something that I would expect from ecommerce websites and I don't see that anything could be done about it other than constantly adding new IP addresses, which would be a cat and mouse game.
I do these payments while the VPN is off.
I understand that this can be an issue if you are using WiFi networks while travelling. In that case, one might want to do that with a VPN on.