Windows will use your VPN credentials by default to authenticate to network resources, unless you disable it. That's probably why you are seeing that.
You can change it by editing a value in the phonebook.
My scripty thing will do it automatically on setup, because I hate fixing stuff after the fact.
Basic PowerShell command is:
# For all-user connections
$PbkPath = Join-Path $env:PROGRAMDATA 'Microsoft\Network\Connections\Pbk\rasphone.Pbk'
(Get-Content -path $PbkPath -Raw) -Replace 'UseRasCredentials=1','UseRasCredentials=0' | Set-Content -pat $PbkPath
# For single user connection
PbkPath = Join-Path $env:APPDATA 'Microsoft\Network\Connections\Pbk\rasphone.Pbk'
(Get-Content -path $PbkPath -Raw) -Replace 'UseRasCredentials=1','UseRasCredentials=0' | Set-Content -pat $PbkPath
This edits your phonebook to change that variable to 0, thus forcing Windows to use the Windows credential to log into server resources.