While this is not a Windows 10 specific issue (it happens in Windows 8.x, too), I wanted to discuss it here to see there was a solution.
When using either of my corporation's two VPN options, Juniper Network Connect and Juno Pulse, I cannot use any Modern apps that have network access. BUT, this does not seem to effect Microsoft's Modern apps, like Mail or the Store.
As an example, Nextgen Reader, cannot synch with Feedly when I am connected to the VPN, but it works fine otherwise.
Yet, I can synch my OneNote notebooks or I can visit the Windows Store, so it doesn't seem to be strictly a problem with the VPN software.
Does anyone know of a work-around for this? Is this something that can be better addressed in Windows 10 so this is no longer an issue?