Well that would be great, IF you wanted it to query for the login each time. When you have dozens of VPNs that you connect to, each network with different passwords, it's a pain to do that. It needs to just remember the password, and connect reliably with proper GUI messages.
It's actually still broke, even after the 1909 release and some time. Most times, it'll actually be connected, but with the tasktray network list still showing "Connecting...". So the GUI issue is still present as of January 2020. Connecting from the Connections panel in Settings works instantly and shows the correct messages.