That would probably be because your instance is different. Lemmy.world has recently blocked VPN traffic apparently because of bad actors uploading CSAM behind VPN. I also had issues with Lemmy with my VPN this week and either need to split tunnel or need to browse Lemmy as view-only.

Testing it out, doesn’t seem to work with Connect though, needs to be through a browser.

Saying “I don’t need privacy because I’ve got nothing to hide” is like saying “I don’t need free speech because I’ve got nothing to say”.