When VPN'd in from your mac could you run the following commands from a terminal and give us the output:
When VPN'd in on your windows machine could you give the output of the following 2 commands and give us the output:
Comparing these will show if you have similar routing when connected on each device and ensure that you are getting a correct IP on your mac like you are on your PC. My initial suspicion is that you are not getting a correct default gateway update or route update on your mac like you are on your PC. This was too long to coherently put as a comment.