But the corporate official VPN uses some strange protocol. Once the VPN is connected ALL the traffic from the local machine will go the corporate VPN host.
This isn't strange, it is considering SOP for most corporations to ban "split-tunneling", where only traffic to the corporate network are sent over VPN.
It also isn't a protocol, it is just a default route to send all traffic over the VPN.
The theory is that by allowing someone to have unfiltered access at the same time as they are connected to the internal corporate network, they are creating a security risk.
The reality is that the "crunchy outside, warm gooey inside" security model as been broken for some time, and modern security is to use a zero-trust network model.
TL;DR: It is quite common but agree it is quite stupid.