Changing IP while visiting site makes it unreachable?

[Megalith]

I'm just curious why this happens. I browse on a VPN from time to time, and I've noticed that when I switch it off and try to continue browsing certain sites, I can't. It's like the browser doesn't even attempt to load it and shows an "unable to connect" error page right away.

 

[Jay_2]

It's probably because the socket it was using was closed.