VPN passthrough sounds complicated, but you might know it by its other name: split tunneling. This feature effectively allows specific websites to bypass the VPN entirely, which can be helpful for ensuring you get the highest-possible speeds. It’s important to only enable this for websites that aren’t processing sensitive information, though, since you won’t get any of your VPN’s privacy benefits.
You can also use VPN passthrough to access foreign and local services simultaneously. Say, for instance, that you were visiting the UK and wanted to stream TV from back home, but also watch BBC iPlayer. In this case, you could connect to a US server and simply add the iPlayer website to your exemptions list.