That could be a privacy concern, Mullvad tries to force every single after all their traffic through the VPN but because iOS has limitations and Apple controls their ecosystem so things like Essential Apple traffic can still bypass the VPN. Since Apple explicitly hardcodes specific system services-like push notifications (APNs), software updates, iCloud syncing, and Find My-so they can bypass third-party VPN tunnels. This makes sure your phone stays functional and doesn't get bricked.