In addition, I would recommend contacting support. I did via live chat and requested it be added in a future enhancement. The tech recommended I just wait for Surface Pro, but I convinced him that no Surface Pro would be an iPad replacement candidate due to the limited battery life (and probably heat).
This caned response of "get the pro" is absurd. The pro cost $300-$400 more at least, has half the battery life, and is heavier. Seriously?? I specifically bought an RT after the Pro came out for these reasons, though knowing full well about this VPN situation, but still hoping MS will fix it. The only partial solution for me right now would be ssh with Putty (via the jailbreak-another ridiculous situation), but would only good for certain systems. So here's my vote for the VPN fix!