You are not able to reach servers and establish connection to the Plarium servers because there are most likely pathing issues and DNS is not working properly. You have access to internet through your internet provider, and you access the game by going through few nodes and finally reaching servers. Unfortunately pathing is wrong and you are unable to reach the server and connect to the game.
The devs are working on a solution. Until then you cant access game through that default pathing (or have difficulties). VPN service has its own pathing so instead of going through nodes that are currently malfunctioning for people situated in Australia (and maybe some other cases we are unaware of); you avoid those nodes by having your starting point redirected to a different country and from then on pathing will avoid those malfunctioning nodes and you should be able to access server and game.
So, to conclude, VPN allows you to reroute your connection and avoid temporary malfunctioning nodes that lead from your access point to Raid servers. It is a temporary solution from user side to be able to access the game. Trade off is that its probably going to be a bit laggier than usually (since you have more nodes to reach the server) but at least you re able to access game.
Hope that answers your question.
You can help us speed up process of fixing the issue by providing us info we need here:
https://plarium.com/forum/en/raid-shadow-legends/683_loading-issues/592343_issues-with-connectivity-for-australia-players/