I’m not familiar with warp+ but having used Mullvad VPN with most distributions I’d say to see if it supports OpenVPN or Wireguard configurations. That way you can talk directly to NetworkManager or the respective vpn program.
Perhaps Fedora does not have a unique package dependency that Ubuntu has since Fedora is heavily oriented toward systemD and selinux for most system tasks that may be handled by different packages on Ubuntu/Debian distributions. Warp+ may be designed in a way that only expects a ubuntu/debian derivative distro.
I’d try consulting cloudflare customer support for more guidance and to see if they can replicate the issue on their end.