The NAT is only in effect when the traffic is being routed out that interface. That's the standard method of NAT when Multi-WAN.
This is probably the PIA pushed default route AGAIN.
Check the Don't pull routes checkbox in your PIA client config. It will then be up to you to policy route traffic to PIA.
I have no idea what that rule is on your PIA interface. Delete it.
You need to policy route traffic by matching it on the interface it is RECEIVED ON (DMZ, whatever the 192.168.2.0/24 interface is) and set the GATEWAY to PIA for that traffic. Read the tutorial again.
https://doc.pfsense.org/index.php/What_is_policy_routing