[Question] Orbot on Graphene OS - no internet connection

I have no internet connection when I install Orbot on Graphene OS. Orbot works fine, it connects, but when I turn on "Always on VPN" and "Block connections without VPN", I loose connection completely. I have no SIM card yet, but I think it will be the same. I am not sure if this setting is mandatory but I think it is most secure. Any ideas what I am maybe doing wrong?
Thanks,
Martin