When tethering a cellular-capable iOS 10 device, the traffic from the remote machine seems to bypass the connect-as-needed VPN and go directly to the cellular network. Local iOS device traffic starts and uses the VPN as usual, but web sites visited from the remote machine see the mobile IP address, not the VPN IP address (regardless of whether the VPN is on at the time of the visit or not).
One purpose of a VPN is to shield traffic from the prying eyes of the (mobile) ISP. Is there a way to force tethered traffic through the VPN (other than by putting the VPN on the remote machine)?