[2020] Factorio over a private VPN?

I had some terrible rubber-banding, network latency, and was a high number of simulation ticks behind the host. We're both only 40 miles away in a major metropolitan area on high speed internet, with no other internet maladies to speak of. We both tried hosting. I tried port forwarding to host too, same issue. We'd get frequent disconnects and server lag in the range of seconds.

The same thing happens when I connect to a friend 300 miles away, also in a metropolitan area, with just as fast internet speeds (150-300 Mbps symmetrical). I understand connecting via steam utilizes UDP hole punching to connect us, and we're both on NAT'd networks.

Why is it that the moment I connect to my friends VPN (the one 50 miles away) all my Factorio connectivity issues disappear??? Thoughts or concerns? Anyone else had similar issues? My firewall is a WatchGuard and, again, I haven't had any issues with speed or latency to any other game, service, or remote pc, or when hosting servers for other games and services, like websites.