By default, the laptop will go through the VPN without a VPN policy, when it is connected to your router. Test with the VPN policy removed.

When the leak occurs, check if the Mullvad VPN connection has been disconnected for some reason. You should enable Internet Kill Switch, so that you lose Internet access if Mullvad drops and you will then know when that occurs, without leaking your location.

I do not work for and I am not directly associated with GL.iNet