Why my phone can’t switch on or off WiFi

See the following Apple articles:

Connect to Wi-Fi on your iPhone, iPad, or iPod touch

https://support.apple.com/en-us/HT202639

If your iPhone, iPad, or iPod touch won’t connect to a Wi-Fi network

https://support.apple.com/en-us/HT204051

Look in settings instead of control center. And while you're at it, get rid of the VPN. It is not doing anything to protect your privacy. Quite the opposite in fact.