gpepus From what I am seeing the unit will only establish the tunnel and maintain it, if you have pointed specific traffic at it. If your goal is to use this as an enpoint for all traffic on your network then you would need to set the DPN mode to Full Route and select the tunnel for one of those locations. Otherwise in Smart DPN mode, you would need to specify an IP or domain name to route to the tunnel in your routing domain config or routing ip config.
As an example, to force my Netflix to emerge in the US, I setup a rule to specifically assign traffic destined for the domain netflix.com to my US tunnel. Sometimes some of the Content Distribution Networks that someone like a Netflix will use are not attached to "netflix.com" so you may need to locate those traffic streams as well and direct them accordingly.