Using Simulink through a corporate VPN fails. Why?

All- Welcome to the new age of telework!

I'm trying to run Simulink when connected to my corporate VPN (which uses Cisco AnyConnect). I'm on macOS 10.15 and Matlab R2019b. When connected to the VPN, MATLAB runs, mostly. But attemtping to start Simulink gives the following error:

Unable to open the requested feature.Check your internet connection and proxy settings in MATLAB Web preferences and then try starting the feature again.

Detailed information:

Error code: -111

Error message: ERR_TUNNEL_CONNECTION_FAILED

For reference, Simulink on my machine runs fine when a) I'm connected to my home wifi but not using the VPN, and b) when I'm completely disconnected, eg turn wifi off.