DNS leak protection is always on. There is no option to disable it.
Even when connected to Mullvad, this happens to Firefox users in the U.S. because of the browser’s default settings. To prevent this, open Firefox Options > General > Network settings > Settings, then deselect “Enable DNS over HTTPS.” Once you’ve done that, visit am.i.mullvad.net to verify that you’re no longer leaking information.
No, it is not aligned with privacy since it somehow has to be linked to a user
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