To be clear, you can still clear the activity stack (swipe up dismiss RethinkDNS from Android's Recents screen) which doesn't shutdown VPN; at least not on devices I've tested it on (like the OnePluses and the Oppos). MiUI seems to be aggressive here.
Strange. We plan to separate UI from the VPN process which would avoid scenarios where clearing up UI process clears up the VPN too: https://github.com/celzero/rethink-app/issues/95
To be clear, you can still clear the activity stack (swipe up dismiss RethinkDNS from Android's Recents screen) which doesn't shutdown VPN; at least not on devices I've tested it on (like the OnePluses and the Oppos). MiUI seems to be aggressive here.