This issue relates to Bristol users using eduroam at Bristol. If you are not a Bristol user, or you are a Bristol user connecting to eduroam at another organisation this does not apply.
When connected to eduroam you should have full access to University resources. Connecting to the UoB VPN is unnecessary and just uses up VPN resources. As such, connecting to the UoB VPN is not possible from eduroam on campus*.
* Certain specialist resources, such as Matlab network licences, are only available via the Engineering VPN. Therefore, connections to the Engineering VPN from eduroam on campus are permitted (for those who have access to the Engineering VPN generally).