After setting up your SSTP connection in Windows 10, by default, the Use Remote Default Gateway on Remote Network is checked. So all your traffic, with pass over the VPN and this can slow down your Internet Traffic.
By default in Windows 10 if you try to change your Adapter Options, After you right Clic on your SSTP connection, Properties, Networking, TCP/IP V4, and Properties.. Nothing Happen!
To workaround this :
Open a PowerShell as Administrator
Type : Get-VpnConnection
Take note of the Name
Type : Set-VpnConnection -Name “NamePreviouslyNoted” -SplitTunneling $True
This will enable the Split Tunneling .