imo, you can't really ever fully trust a closed-source system, which is why I advocate for linux distros, even though I'm a mac user myself (for now)
VPN should be properly implemented though as you're able to verify network requests on your own and don't necessarily have to trust apple. Best guarantee is to have a VPN at router level that can't be circumvented by anything (+ a trusted router vendor)
This is a few years old, but at one point Apple was happy to bypass VPN or firewall settings to allow their own apps to communicate[1]. I don't know if this is still true on Tahoe, but I wouldn't be surprised if at least the mechanism still exists. So "they run fine", but they may not do what you expect them to do when it comes to Apple's products/services.
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