The VPN keeps a constant network connection open. It's job isn't just to encrypt the traffic and route the traffic home but also to make sure that there's no man in the middle activity going on.

Each cell phone tower you are connected to provides you with a new IP. In most cases cell phone towers are less than 2 miles apart. While you're driving or taking a train or just about any other form of transportation that means you're going to change IP addresses every couple of minutes. If you're not connected to a VPN it's a couple dozen milliseconds to change that IP and start talking to a new tower. But once you throw VPN in the mix your VPN says hey you're IP changed sorry we need to renegotiate. You send your SSL key up and you're off It checks it against your SSL key and the other side and rebuilds a new connection. In the best of circumstances this goes pretty quickly. But not quickly enough for certain tasks. Buffering video is fine. Remote screen connections, SSH terminals, anything else that's extremely on demand underperforms horribly.