VPN can not connect while on network

Hello Hasan,
We sincerely apologize for the difficulties you are currently experiencing.
We're glad to point you in the right direction.
We do have a specialized team who deals with mobile queries.
In this regard, we'd suggest you to contact our mobile team directly to clarify all your queries about AVG mobile apps. 
https://support.avg.com/support_contact_form?l=en
After clicking the above link, please select the operating system as "IOS" and fill in other requested details. Finally, click on "request answer via email" which will submit a ticket to our mobile team.
Please refer this article to submit your queries using your mobile app.  
Thank you for your understanding.

Hello Hasan,
We sincerely apologize for the difficulties you are currently experiencing.
We're glad to point you in the right direction.
We do have a specialized team who deals with mobile queries.
In this regard, we'd suggest you to contact our mobile team directly to clarify all your queries about AVG mobile apps. 
https://support.avg.com/support_contact_form?l=en
After clicking the above link, please select the operating system as "IOS" and fill in other requested details. Finally, click on "request answer via email" which will submit a ticket to our mobile team.
Please refer this article to submit your queries using your mobile app.  
Thank you for your understanding.

Good Day,

I installed AVG VPN to my iphone. When I am connected to a wi-fi, it works perfectly. When wi-fi is turned off and i am on gsm network, VPN do not connect.

Is this a feature of program or should i do something else?
Please advise,
Hasan