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.