spotify claims i am offline every time I try to use my VPN

[jillianambler99]

I am clearly connected to the internet and it says I am offline just because I am using a VPN. I am connecting to California, which is where I live so it shouldn't be affected in the ways I've seen other people struggle with a VPN (aka setting your location as US but your account info is based in Mexico). However, I am not using my VPN to locate myself elsewhere. So why does it immediately go offline every time I use a VPN? I've tried port forwarding and that does not work either. Please help! This is such a stupid glitch on Spotify's part. 

I use P.I.A.'s VPN if that is relevent.