I’ve just got the RVD3+ and I too use a VPN and my provider (Express VPN) allows non VPN traffic, though this is via a Linksys WRT3200ACM router, which you can install the VPN firmware on the router so all traffic can go through the VPN instead of installing the software on each device, upto 5. You then have the ability to choose which device goes through the VPN.
Hope this helps