This is not a feature of the vpn provider, more the vpn software on the individual device. I have PIA and on my android devices I have it set (in the PIA software itself) to only allow Internet traffic when going through the vpn. I have been looking into vpn''s a bit on touch and do not believe that this feature is available yet.
Maybe this could be one of the OTA3 feature requests. Either way I would raise it as a feature request in girhub. That way it is recorded and toy can see the progress.