When playing over public Adhoc Server (such as socom.cc etc) any occurred issue may not always be on your side, but can be on other players too, most of the issue are port forwarding issue (ie. blocked ports, eg. using mobile data connection such as 3G/4G-LTE/5G), if one of the players have blocked ports all other players will be affected too, when using VPN you don't need to forward any port (just like playing on LAN).
PPSSPP Multiplayer Guide: https://github.com/hrydgard/ppsspp/wiki/How-to-play-multiplayer-games-with-PPSSPP