No worries, this is the expected behavior, so everything is running smoothly.
NoLagVPN gives you easier lobbies without slowing down your connection speed. The best of both worlds!
While the 'actual magic' of NoLagVPN is complicated to explain, it is important to understand that some of your traffic will go through the VPN (to simulate the location change) but some will go through your high-speed connection (to keep a low ping).
By activating NoLagVPN, you change your location in the game (for example to Kenya or to Nigeria).
When you are looking for a game, Warzone connects to Activision's matchmaking server through the VPN. This matchmaking server has to find you a game for your level (this is the SBMM) but also with a low ping.
For the matchmaking server, you are very far away from Activision's matchmaking servers (which are different from the matchmaking server). As a consequence, it must prioritize your ping and turn down the SBMM, otherwise you wouldn't find a game.
The matchmaking will then look for a game server with a low SBMM and a low ping, but, this time, through your regular connection.
You end up in an easier lobby in your nearby game servers, transmitting data seamlessly over your high-speed connection and not through the VPN.
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