Lets see if there is any announcement regarding wider set of VPN support for Windows on ARM at //BUILD/ 2014 (starting on April 4th).
BTW, there are few VPN providers profiles added to 8.1, which means you can configure your network to work with RT. Technically, some protocols are supported. So its not like"everyone" using RT has this issue. Well then some folks are lucky to have proactive IT team but I guess that's beside the point.