I agree with you. I don’t know why the VPN solution works for me either. 
But it does!
I have used Daedalus since 11-2017 without VPN and without issue. Until just a couple of days ago. When Daedalus stopped connecting consistently. I did get it to connect one time after 26 some odd hours of connecting. However my balance was not correct indicating to me the blockchain had not correctly synced.
It was only after I read a forum post here about using VPN that I was able to successfully use Daedalus and have the correct balance.
This is my process and would like to hear of your experience if you try it.