Can we connect iPhone VPN directly through wifi, instead of using cell network?

Phone details

iPhone SE
iOS 11.2.6
PIA version: 2.3

Issue

The app doesn't connect to VPN when I want to connect through wifi. If my phone is already connected to wifi, it disconnects the wifi first, then tries to connect to VPN through my cellular network (which is weak) and once connected, it switches back to wifi with VPN connected.

Problem is, there is minimal 4G connectivity available in my area of residence, but there is full 3G connectivity, yet the VPN doesn't connect.

PIA VPN on my laptop connects directly through my wifi router. Similarly, is there any way that the VPN can connect directly through my wifi router, just like it does on my laptop?
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