The person you're replying to is saying "Sites I use block all VPNs besides Apple's subscription service VPN" - I'm not sure they're not blocking it just because they fervently believe in Apple's privacy commitments and engineering :)
Only pointing this out because I love Apple's privacy story and don't want your reply to be misconstrued as sarcasm, and thus the reason why it enjoys a singular exemption is because its ineffective.
I’ve never been under the impression that privacy relay is anything like a true VPN. I mostly thought it stopped BS that happens on public WiFi and public sniffing. It’s meant to protect you only until you get to a major carriers infrastructure.
The design is supposed to be better than a true VPN, because neither Apple nor the exit node (Akamai, Cloudflare, Fastly) are supposed to know both who you are and what you’re doing. Of course, Apple pays them for this service, so they could exchange info.
It is a VPN in the sense that your traffic flows privately through a third party. This is what most people refer to when they say VPN.
It is not a VPN only in the technical approach.
It's something of a "private relay", you might say.