iOS Universal Links and Privacy
Introduced in iOS 9, Universal Links allow iOS developers to claim ownership of domain names (including wildcards) that can be processed by that developer's iOS app. When an iOS user taps on a link to a URL of that domain name in any app, such as Safari or Mail, and the user has that 3rd party app installed, that 3rd party app is immediately launched to service the URL.
For web browsing apps on iOS that route traffic through VPNs or Tor, this feature can cause traffic to be sent outside of the VPN/Tor network without warning. For instance, if one has the eBay app installed and taps on this link from within Safari or any other web browsing app on iOS, the eBay app will be opened to load that auction page.