In what circumstances a SOCKS proxy is vulnerable and a VPN is not?
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SOCKS doesn't add any additional encryption by default. If your traffic is already encrypted then it will stay that way. While a VPN can encrypt everything leaving your machine, such as DNS.
SOCKS also does not protect against traffic analysis
I know you didn't ask benefits, but to help balance my argument for others, SOCKS can be a lot faster because of the lack of additional overhead encrypting.
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Few people have fast enough network for the encryption overhead to matter. A typical desktop CPU can AES-GCM encrypt a 10 Gbit connection without breaking a sweat. – CodesInChaos May 28 '17 at 08:50
https_portdirective, which Firefox connects to using a PAC URI like this. It creates a secure tunnel between your browser and the proxy server without a VPN; encryption is applied even for non-HTTPS requests. – Cauterite May 28 '17 at 09:35