The per app setting feature is to allow apps to be specified to use or circumvent the VPN individually. This feature is accessed by selecting the three horizontal lines on the top left when the app is open.
The third option down on the menu that opens is “Per App Settings.”
Tapping on this option will open a list of all the apps on the device. Tapping each of these individually will activate or deactivate PIA app protection of their traffic. The status is indicated by the red or green lock icon next to the app, green indicating protection.
Some apps are unable to utilize a VPN connection, and others may benefit from being able to access the real network information of the device and its connection. This allows for the use of apps that both do and don’t work with the VPN connected, simultaneously. Otherwise, frequently disconnecting and reconnecting the VPN would be necessary to achieve similar results.