LAN connections are fast. Usually, when plugged in to the network in your office, you are connected back to the servers (including Domain Controllers) at a 1 GB link speed, give or take. This kind of speed means that you can interact with Group Policy very quickly, and any GPOs that need to come down the pipe to your computer will process ultra fast.
What about slower connections? Can you really expect a 700 MB application-installation package to successfully install over a VPN connection? This package is going to attempt to install during login, and that installation could take a long time. I hope you had plans to go outside and run a half marathon after typing in your password, because your computer may not get to the desktop for a while.
Domain-joined computers that are reaching into Group Policy self-determine when they are on a fast link or a slow link...