Keep in mind that lying to your employer can open you up to legal repercussions. And it can also open your employer to same.
VPNs, however implemented, can be detected, and the average person will not maintain a secure set up in the long term. Your OPSEC needs to be perfect all the time, your employer only needs you to slip up once.
By all means “just go” but accept it carry’s a significant amount of personal risk, including financial.