No it isn’t. The right to privacy is protected in Shariah law. Either something nefarious is at play here, or the religious body was misled on what VPN is.

Sources for those not familiar with Shariah law, I actually studied it and was tested on it:

https://www.al-islam.org/islam-and-rights-privacy-territory-abbass-khajeh-piri/realm-privacy-islam

and this is from a Pakistani university:

http://www.sbbu.edu.pk/actaislamica/vol 05 issue 01/Right to Privacy A Comparative Perspective in Law & Shariah.pdf