Your organization may require you to use VPN when connecting to their systems from an external location (e.g., your home, coffee shop, or airport/hotel wi-fi). This is a security requirement to ensure that the organization's data is securely encrypted and protected from unauthorized access.
This encryption between you and the VPN server creates a secure "tunnel". If someone were to intercept the data transmission, because of the encryption, they would not be able to read or use it. The secure tunnel ensures that the data is secure and private.