Hi Jfraz018,
Thanks for contacting Apple Support Communities!
We understand that you'd like to keep your child from deleting software from their device and the iOS parental controls don't include a feature which would allow you do to so.
If the VPN is part of the cellular plan settings, you may consider using a mobile device manager to help prevent the cellular plan from being modified. You can learn more about the feature of a mobile device manager here: MDM restrictions for iPhone and iPad devices - Apple Support
"Modify cellular plan settings
iOS 11
iPadOS 13.1
Yes
Users can’t change any settings for the cellular plan.
Remove system apps
iOS 11
iPadOS 13.1
Yes
Users can’t remove iOS and iPadOS-native apps.
Add VPN configurations
iOS 11
iPadOS 13.1
Yes
Users can’t create and add VPN configurations."
You can also reach out to the VPN developer to help determine if there are any settings within the VPN you can use to prevent it from being deleted from your child's devices.
We hope this helps.
Cheers!