Hopefully is a bug and not intended.
The app works fine if using clean wifi connection, but ignores vpn (regardless if over wifi or cellular). Error code: 0x204
RD Client iphone over VPN on wifi or cellular was working fine a few versions ago (before 10.4.5 and 2021s). The cause might be shared with ios upgrades BUT i have tested other apps with different protocols http, samba, ftp, ping etc, all work over VPN.
Its my partial conclusion that RD Client iphone is ignoring all network interfaces other than wifi.
Remote desktop constrained to a wifi range is barely remote. Dear developers, please bring back RD Client iphone to its glory.