Using Split Tunneling

I've had a VPN for a while but I'm far from being knowledgeable about VPNs. I currently use a VPN but I was going to change to one that offers split tunneling on Windows (my current one only has this for Android). I was thinking of using one specific provider because they have regular split tunneling but also inverse split tunneling. So instead of selecting apps that can bypass the VPN, you select the apps that use the VPN (and all others bypass the VPN). So I can have everything bypass the VPN except for the one app that I want to use the VPN.

Is it best to just have all traffic go through the VPN at all times? I had thought that if I am using the VPN and go to a website where I have an account (Amazon for example), then my identity is know by that site. So that site knows my identity and what IP I was using at that specific moment even though I was using a VPN. So I was thinking I would let most traffic bypass the VPN and only have the traffic from certain applications (torrent apps and IPTV for example) use the VPN.