I'm on ATJ4, too, and have had this issue for as long as I've had my phone. Sometimes it's several times a day, sometimes it goes away for a week. That probably has to do with how heavily I'm using the phone.
I think it's an important detail that we get an ! next to the wifi signal status. At least in my case, the signal strength shows a strong. If I go into diagnostics in the Samsung Members app, it tells me that my wifi status is normal and signal strength is very strong (192 Mbs, or something), so technically connected, but not routing traffic to the internet. I wonder if your VPN software is taking over the part of the network management that is failing normally.
I decide to make my story short.
I have recently purchased Samsung Note 20 Ultra but there is a inconsistent signal drop problem(both WIFI and 4G network). Given this problem not always being there, which happened a few times in a day, I have recorded speed test video as a proof. Under the same network environment, my wife's iPhone showed normal connection speed but this Samsung phone had extremely slow speed (less than 1mbps vs iPhone's 150mbps). I sent this phone back for repair and stated the problem but the technicians sent it back, saying no problem found.
After I filed my compliant via BBB, some representative contacted me to ask me ship back the phone for another check.
Oct 5th, the representative said she will create a label for me to ship the phone.
Oct 7th, after my email the label finally was created.
Oct 8th, the phone arrived repair center.
Oct 10th(Sat), I missed a call from technician, saying they find nothing wrong with the phone.
Oct 12th(Mon), I called Samsung support, explaining how to check the connection problem, otherwise they will ship back the malfunctioned phone to me again.
Oct 12th(later that day), I received an email saying the phone won't be repaired and instead the case was transferred to exchange/refund department.
Until today (Oct 26th), I heard nothing from Samsung. I called Samsung several times and some representative told me the case is in the exchange/refund department - that's it, no time frame for the exchange or refund.
It has been over a month but still I do not know what I can do from here. Really hopeless. Never buy Samsung product in your whole life.