There appears to be a setting to force certain domains to never use the Firefox VPN if the VPN is turned on. There should also be a way to set it so that only selected domains use the VPN. Maybe a 3 choice VPN setting something like this: VPN on for all sites (except sites on the never use VPN list) VPN on for specified sites only VPN off

There should also be an option to automatically turn the VPN on in private windows. Since private windows are designed to minimize browsing activity stored on the local computer so that someone who uses the computer after you have quit Firefox won't have the history, cookies, and other relics of browsing activity and (public) VPNs are designed to limit the amount of information that your local network can detect about what sites you're connecting to and what you're doing, it seems likely that many (though probably not all) users who use private mode to limit what other users of that computer can see about their online activity would probably appreciate limiting the information that other users/network admins of their ISP, school, work, public Wifi, etc. can gather about their activity.