You're not routing through your VPN, that's why. What VPN are you using?
EDIT: To clarify, mon general, here's a test I just did. On the same machine, on the left is routing through my work's connection, on the right is AFTER I connected to my VPN at home. Notice that when connected to the VPN, you don't see any trace of the network you're on:
The issue is your VPN, it's not set up right and you're not actually routing through it.