What do you mean by that? Mullvad doesn't have a generally accessible socks proxy like PIA does, that works with or without having the VPN on. The proxy is a localhost one for the most part so you can prevent an app from going online without having your vpn client on first.
> If you configure your browser, for example, to use the SOCKS5 proxy, it will direct all of your internet access via the proxy which is only accessible through Mullvad. So if you haven't turned on the app, your browser will prevent all internet access and therefore won't leak any information.