It all depends on what purpose you have for using a VPN. If you connect this app to protect your privacy or keep your anonymity online, you need to leave it on. It is also worth adding that the VPN connection is better to keep active when using public Wi-Fi, browsing the Internet privately or you are doing online banking or purchases on untrusted sites. Overall, having your VPN constantly enabled can lead to traffic draining, as most of the virtual protected network providers offer a limited amount of traffic per day or per month.