That's how it works on the Asus (and most) by default. What happens is that when using the VPN you appear to work as a local client connection but you don't truly receive an internal IP address (e.g., 192.168.1.x). The incoming connection is assigned a 10.8.x.x address which then is routed over to the internal ethernet interface and subnet. So it still sees the VPN connection as coming from the outside from the perspective of the firewall which does the block ahead of that.
You can make changes at the command line and using other firmware to pass traffic over the VPN interface in a way that it won't be blocked but not simple to do and I'm not sure how persistent in the case of stock firmware.
As simple things that you can do to prevent phoning home while not completely blocking it, you can use nonsense values for the gateway and DNS (usually the host's own IP will work if it forces you to use some address).
Other than that, you can come into the network on the VPN, access the router, and flip that access switch on/off as you want. Which works OK for a cam not accessed directly much but not really for an NVR that you want to hit as your main host.
Here's a thread that explains and shows the rule and changes that need to be made (For Merlin firmware but applies in the same way. Others if you want to search.):
I have a ASUS RT-AC68R with Asuswrt-Merlin on firmware 384.7_2 I have a IP cam I have blocked Internet access using the button on the Network Map page. I would like to VPN in from my phone using OpenVPN (which is set up and working) and use the IP cam app on my phone to access the IP cam. I'm...
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