Why Does VPN Not Work When Logged In as Root?

OK. I know the whole "Don't log in and work on your computer as root" mantra. So spare me that. It's not something I ever do. However...

The other day I had to login to my laptop [OSX] as the root user to change some protected system settings. Whilst thus logged in, I went to look up some info online. So fired up my browser which automatically triggered my VPN [Windscribe] to connect...

or rather to fail to connect, as I couldn't connect to the internet. I then tried Opera with it built-in VPN and that wouldn't connect either. Then Tor. Again, no joy. And, finally, Brave with its 'Private using Tor' tab. Also no connection.

So, not that it's anything I'm likely to be doing again. But I am curious as to why it doesn't seem possible for VPN to make a connection when logged in as the root user. Just to be clear, I had no problems connecting to the web via a 'normal' connection, whilst logged in as root.

BTW: I also tried launching the VPN app from a terminal where I did a `su <normal username>` first and that didn't work either.