Should I turn my VPN off when gaming?

Hey there, I've been wondering something about VPNs and gaming. I know VPNs can be great for privacy and security, but I've heard some people say that you should turn them off when gaming. Is that really necessary? I mean, I don't want to compromise my security, but I also don't want to lag or get disconnected while I'm in the middle of a game. So, should I turn my VPN off when gaming, or is it okay to leave it on? And if I should turn it off, is there a way to do it quickly and easily without having to disconnect from the game first?