There are a variety of reasons this could happen, but the most likely explaination is that the server host has dropped out of the network. If the disconnect button isn't working, you'll have to hard-reset your connection.

On MacOS, you can do this by restarting your computer.

on iOS, you can do this by going to Settings -> General -> VPN & Device Management -> VPN. Tap the info circle next to the dVPN tunnel. Then tap "Delete VPN".