FYI:
Ryan Dixon and DocHoliday666 provide the answer but I wanted to add as well.
SUMMARY
VPN will not provide username and password prompt when clicking WiFi system tray icon and selecting VPN Profile to Connect (RasMan and update 1903)
Explain in more detail (optional)
ISSUE:
If you click on the Wifi icon on the system tray then select a VPN Profile name you want to connect to, you can click Connect but no username and password login prompt box will show up. Rather a spinning circle will run for minutes until it times out. After two hours with Microsoft support and escalated to Senior Systems Engineer I was provided with this bugs work around for Windows 10 Home. I feel silly as I wish I could have done the steps below soon after update 1903.
WORK AROUND
Open Network and Internet Settings -> under Network and Internet click on VPN -> select VPN Profile click Connect ->the Windows Security window will show up to Sign In enter your credentials.
AFFECTED VPN PROTOCOLS
L2TP over IPsec
PPTP
IKE