This can be because of many things.
It could be the Power of the wireless access point. It could be the wireless nic on the connecting device. It could be additional EM field interference from Microwaves, TVs, Electrical bleed from fluorescent lighting...etc. It could even be too many devices plugged into the same electrical circuit or that circuit having a common ground.In other words, it's only by the process of elimination that you can isolate. There could be antenna issues itself. The VPN slows down the traffic because it has to build up the tunnel, filter, etc but it shouldn't influence the signal strength.
This is a layer 1 troubleshooting issue.