I think this has been happening for some tiem but I've only really noticed since getting a VPN. The network icon in the system tray shows my network name and then flips between "internet access" and "no internet access". The VPN sees this and throws up a message.
It's not the laptop as I have two Win10 devices that exhibit the same issue.
I did notice this before but it was never an issue as the "dropping off the network" fixed itself in a few seconds so the only manifestation was slight blip in speed.
I think that you need to establish whether this is an issue with the VPN losing connection or your internet connection itself dropping. Is the router (or router log) showing that the line is dropping when you get this message?