AVG VPN disconnected after iOS devices go to lock screen status

Hi Calvin.
We regret the inconvenience caused.
AVG mobile product support is available through email only. Please click this link for instructions to submit your query to our mobile support team from within AVG Secure VPN app on your device.
They'll certainly resolve this issue.

My AVG VPN disconnected after iOS devices go to lock screen status.
I tried on iPhone Xs (iOS version 13.5.1) and iPhone 6 (iOS version 12.4.7)
Both are disconnected after the devices go to the lock screen for a while.

I have not configured the auto-connect function, because I would like to connect when I need it.

Please help to investigate why the iOS devices will disconnect the VPN after the devices go to the lock screen for a while.

it is too confusing for me

Hi Calvin.
We regret the inconvenience caused.
AVG mobile product support is available through email only. Please click this link for instructions to submit your query to our mobile support team from within AVG Secure VPN app on your device.
They'll certainly resolve this issue.

Calvin, I see that you have submitted this issue to our mobile support team as requested.
You will receive a response within 24 hours. Appreciate your patience.

I do not want to configure the auto-connect function, because I would like to connect when I need it, and the VPN can keep alive whether I locked the screen or not. 

I would like to ask how to make sure the VPN keep connected until I disable the VPN services