I close this thread myself. What I observed is not correct.

I noticed that on https://developer.apple.com/documentation/networkextension/packet_tunnel_provider Note When a VPN configuration is active, connections use the VPN instead of iCloud Private Relay. Network Extension providers also don’t use iCloud Private Relay. and this post https://developer.apple.com/forums/thread/682274. it seems that the Private Relay should have the lowest precedence, but my test shows that the traffic from the browser still being routed to the Private Relay.