Microsoft urges businesses to migrate to Windows Always On VPN. This is the reason

Microsoft urges all users to replace Windows DirectAccess with the Always On VPN feature for a more secure remote access solution.

DirectAccess was first introduced in Windows 7 and Windows Server 2008 R2 as a way for users to connect to their corporate network without using a corporate VPN. Now the Big Tech giant has decided to do just that deprecate the functionalitymeaning the feature will not receive any further updates and will be deprecated with the next Windows version.