As many others noted last year in this post and this post and this post, MBAM's Web Protection mode breaks PIA's split tunnelling feature. I, using 4.3.0.98 with Premium, have encountered exactly the same issues over a year later: split tunnelling works perfectly with Web Protection off but not at all with it on.
I hope I'm being completely unfair here, but it's not a good look that MBAM has broken a major feature of a competing VPN just as they entered that space, and failed to fix it in over a year. There is a clear conflict of interest here and, as a paying customer, it doesn't fill me with confidence to encounter this sort of issue.
