That “feature” was a surprise to everyone.
@jcarucci
@ACautionaryTale mentioned it higher up the thread, but when I connected to expressvpn I noticed the DNS settings on the Studio Display connection were being changed. So expressvpn was clearly trying to establish a connection on that.
The idea that it would simply establish a connection on the first network interface was just a guess. To change the order I just clicked around a bit.
I’ll note, you can also just hit the minus button and remove the studio display connection entirely. It should reconnect if you unplug it and plug it back in, but without the connection the display can’t download firmware updates.
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Good detective work and you figured it out before the ExpressVPN engineer. I will email them your fix so they can help out others with this same weird problem. Thanks Again @uberlemur !
BTW, crowd sourcing really works! Thanks to @MacSparky and @ismh for setting up and keeping this forum going.
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Wow. I can’t thank you guys enough for coming in up with this solution! I have spent over 6 hours with Expressvpn support trying to resolve why my Mac Studio Ultra with the Studio Display would not allow any internet connections when connected using any ExpressVPN’s protocols except IKEv2. This was a real challenge for them and you figured it out brilliantly! I just readjusted my wifi to the top of the list and my internet connection started working perfectly. So happy now!! 
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I have the same issue! My 16 MBP M1 Max when connected to Studio Display ExpressVPN wouldn’t work! i chatted with EVPN Support & Apple no resolution so far.
How does Serfshark compare to ExpressVPN?
This comment up above should fix the problem: ExpressVPN Not Working with Apple Studio Display - #18 by uberlemur
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Thanks its a strange fix but it worked!
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I tried this and it worked. Thanks. Express VPN works perfect now on my Studio Monitor.
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