Why does the “VPN” sometimes disappear in the status bar?

The device operating system (OS) automatically disconnects the VPN when the device goes to sleep, and network activity will trigger it to reconnect.

The VPN icon will appear when you connect to a public or unsecured Wi-Fi network and the Secure Wi-Fi app is automatically enabled.  The VPN icon will disappear when you connect to a password-protected Wi-Fi and the app is not enabled or when you are on a cellular connection.