Connection was forcibly closed by the remote host

[matthewfitzmaurice]

I'm getting the following error when creating a PnPContext:

System.Net.Http.HttpRequestException: The SSL connection could not be established, see inner exception.
System.IO.IOException: Unable to read data from the transport connection: An existing connection was forcibly closed by the remote host..

It happens when I run the following line of code:
PnPCoreSdk.Instance.GetPnPContext(context)

The code works fine when I use a VPN, but I get this error when the VPN is not connected.
Can someone please help?