Known issues connecting to vCenter over DA?

I have a vCenter server in my test lab, and a vSphere client on my laptop.
The laptop is also configured to use Direct Access as I find it so convenient.

But if I try to use the fqdn of the vCenter server from my laptop while outside of the office, I get an error about unable to resolve host name.

server1.lab.domain

Is this expected behaviour?

Thank you.