It would be great if there was a "vpn off" command to disconnect

[purpleglow]

VPN on = connect to the last one used
VPN off = disconnect

[sttz]

What would be the difference between the existing expresso disconnect command and vpn off?

expresso doesn't keep any state so I cannot save the most recent location. I'm not sure if the list of recent locations returned by ExpressVPN are sorted and if it therefore would be possible to get the most recent location. But you can just specify a location with expresso connect LOCATION (and use your shell's history), why would you specifically need to connect to the last used one?

[purpleglow]

Sorry I should have been more specific. These are Alfred commands that work with expresso. expresso disconnect is not an Alfred command.

[purpleglow]

why would you specifically need to connect to the last used one?

Because that's how Express VPN works. When you click the ON button, it connects to the last used one. When you click the OFF button, it disconnects. Therefore
VPN on = connect to last used
VPN off = disconnects

(Both are commands typed in Alfred)