This is a few years old, but at one point Apple was happy to bypass VPN or firewall settings to allow their own apps to communicate[1]. I don't know if this is still true on Tahoe, but I wouldn't be surprised if at least the mechanism still exists. So "they run fine", but they may not do what you expect them to do when it comes to Apple's products/services.

[1] https://www.macworld.com/article/675671/apples-own-programs-...