Not sure what VPN client you are using but the corporate ones I have used like the ones from Cisco have typically forced all network traffic down the VPN tunnel, that not to say yours is like that.
Its down to the IT department and security decisions.
Some organisations traditionally had very few people at home, and majority in the office, so it made sense to have all home workers access the internet via the VPN and through the same security plans as the office workers.
However with the majority at home, there may not be sufficient internet bandwidth into the office to handle both the inbound VPN and the outbound internet connections to cloud services. So many companies have reconfigured VPNs to be "split tunnel".
Cisco Anyconnect supports both, as does OpenVPN and many others.
Do you know if this is difficult to achieve a split tunnel, and if it's PCI compliant?
I would love to recommend this solution to the company I work for (as we use Anyconnect), and the VPN sometime suffers as they don't have ideal bandwidth to support the amount of users and provide a decent throughput.