Ok so it finally works. You can have sites bypassing the VPN and that's a great feature. It may be the only vpn able to do so inside the same software! Be careful though, do not exclude firefox from MozVPN. It says you can disable the protection for the rest of the computer but it seems to be a little unstable if you do so, I would recommend not to

I don't get why this is limited to Windows if it runs in browser.

Awesome! Finally some control over the VPN right in Firefox, love it!