Generally, it is recommended to keep your VPN on at all times on your iPhone for continuous privacy and security. When enabled, it constantly encrypts your data, protecting your personal information from being intercepted, especially when you automatically connect to unknown public Wi-Fi networks. It also ensures that your browsing history and IP address remain hidden from your internet provider. However, you might want to turn it off temporarily if you need to access a local service that requires your real location, or if you are troubleshooting a slow internet connection to see if the VPN is the cause.