I'm new to the company I work in. This company advise me to connect to the internet using a VPN **when I work remotely**, but *also* **when I work in the office**. I've been told it is for security reasons. I am bewildered!

Why is it more secure to do so?

Is there some security issues that might arise?

I've looked around on internet, and apart from VPN companies that try to sell their service, I haven't really found anything answering the question.