Private. Should it be public?
No. If you're on a Public network they may already have a VPN in place you may not have been aware of.
If it's a Private network, like a home network, verify that you have everything default on your router in terms of security. Some routers have VPNs built in.
However, I am also assuming this is a new problem. If that is the case, it might have to do with all of the false positives popping up lately on the site. Verify that you didn't accidentally change something or, if you e switched browsers, verify that they don't have a VPN option built in that you've turned on.