On a brand new iPhone 12 with iOS 14.3, but this was a problem for months on my old iPhone 8 as well.

When I open the app, there is a notice that the VPN needs set up. When I click the set up button to do that, nothing happens. Or more accurately, the words "Set Up" on the button fade to acknowledge the button has been pressed, but nothing else happens.

When I go to the main phone settings, the VPN switch is turned on. In fact, it doesn't like to be turned off. It will keep turning itself back on when I try to turn it off.

By all indications, the VPN is not active. I work in a hotel with typical hotel wifi. The VPN used to work, but at some point it stopped. No obvious change to their network setup has been made to make this no longer work.

If the app broken? Do I have an incorrect version? Or have I missed a step somewhere?

(EDIT: I missed a step somewhere. At some point the install got borked and it needed a delete and reinstall. Did that and all is well.)