Why can't my computer find the HP LaserJet M207e-M212e printer during setup when connected to a VPN?

You cannot install apps from the Microsoft Store when connected to a VPN, which prevents the HP Smart software from completing setup. You should disconnect from the VPN before installing HP Smart, and reconnect to the VPN after finishing printer setup. Note: consider your location and the security of the Wi-Fi network before disconnecting from a VPN. (Page 3)