More likely getting data on your usage in some part, or most likely, pushing notifications reminding you about the particular brand, so you'll keep spending the money there.
More likely to tell you to come in and buy a half price slushie, and hopefully grab a bag of chips too. Which is probably where they make their real profit.
It’s likely incompetence than malice. Chances are they’ve had a lot of customer complaints because some popular free VPN interferes with their app, and adding a blanket warning about VPNs is easier than trying to figure out why it’s not working and fix it.