I know. I've used Graphene ever since it was Copperhead.

I do think this particular feature could be implemented in a way that is easier to troubleshoot if you are a privacy conscious user who needs some flexibility from split tunnelling and so on.

There is not even a notification to let the user know always on is the default behaviour. I think a notification with the option to disable it if it's not needed would be a good addition to the UX.