When you quit Kaspersky VPN, the application stops running. To make Kaspersky VPN always monitor your Wi-Fi connections and warn you if you join an unsecured Wi-Fi network, you can let Kaspersky VPN run in the background.
Let Kaspersky VPN run in the background
The application preferences window opens.
When you quit Kaspersky VPN, the application will continue running in the background.
If you want to stop the application, you can quit it manually.
Quit Kaspersky VPN from the application icon menu
In the menu bar, click the application icon and choose Quit or Disconnect and Quit, when Kaspersky VPN runs in the background.