Problem

Your host machine (MacOS) get's an ip address from your VPN provider and possibly some routes to the remote network, but your VPN provider has no clue about other networks inside your host machine. That's what blocks UTM (QEMU) virtual machines from accessing the vpn network. UTM generates a new network for vm's and route entries for it automatically. This network is not known at the other side of the VPN, so although your PINGs reach the VPN the receiver of that ping does not know where to send it back.

Solution