For the highest level of privacy and security, you should leave your VPN on. This is especially important when using public Wi-Fi networks or accessing sensitive information or services. But note:
Using a VPN may impact the speed of your connection to some online services.
Some content is restricted by location, so if you select a location from within MySudo VPN that the online service has blocked (geo-restricted), you may not be able to view it.
Using a VPN is one of the easiest ways you can be sure your real location and IP address are hidden, online data is encrypted, and browsing history is invisible to your ISP and other third parties.