The article is referring to the Private Relay connection itself (the "VPN" connection. In quotes because it's not a real VPN) bypassing the firewall, which is not typical. Apple took some heat for doing this to their other apps when Big Sur was first released [1].

Mullvad is installing a rule to essentially disallow any non-VPN'd traffic to prevent leaks. But iCloud Private Relay is not being stopped by that rule.

[1] https://arstechnica.com/gadgets/2020/11/apple-lets-some-big-...