For some more context: you cannot usually read scientific papers without a university IP, hence you need to connect via VPN if even briefly to download PDFs from Elsevier etc. unless you want to go the scihub route.
Interesting. I've never had any trouble VPNing in for journal articles (in the UK) though there are a few specialised resources (normally expensive databases) which can only be accessed from the library itself.
Mind you, Oxford is sparing as to who gets VPN access, so it doesn't open a hole for non-members of the university to get access to the serial's collection.