Cisco VPN AnyConnect while fast switching

On connecting to Cisco VPN on a MacBook Pro. My VPN connection drops when I try to open the Login Window to change users when connecting a network account. How can I keep VPN active to login to a network account? I need the VPN active to do so. And not seeing in Settings where I can do this, or if it’s possible.

Its configured in the profile.

On the 2nd preferences page, “Retain VPN on Logoff” and it has to be set to allow any user.