Most likely, this is a policy being enforced by your company, and there isn’t anything you can do to “correct” it. Different VPN vendors call this different things – Check Point calls it “Hub Mode,” others call it “Split Tunneling Prevention” – basically it means that when connected to the VPN, ALL of your traffic goes through the VPN concentrator or firewall. Because traffic bound for other nodes on your home network goes out of your computer toward your corporate network, it cannot get through. This is intended to keep you from getting owned at Starbucks, and then having the attacker use your computer as an entry point into your corporate network (by turning your machine into a router).
This is by design, and it’s very unlikely that your company will bend on it – I sure wouldn’t