Always On VPN on android does not reconnect
I also have this problem and have found it particularly annoying. I'm using PIA and their app just sits there unless I bounce the connection. I've just raised a ticket with them about it. 

However, I suspect that this is more of an Android problem as I also see this behaviour when using OpenVPN. Specifically, when I drop the wifi connection and the phone switch over to the mobile data connection the OpenVPN client logs "write udp : network unreachable". 

Looks to me like the VPN clients are binding to the current primary network interface and when that changes (by whatever means) they are not detecting that and switching to the new one. 

I don't have a solution at the moment but I'll report back here once PIA respond to my ticket.