I have the same issue too. Just try to install a VPN in your browser like extension.
What does this have to do with the issue at hand? And why is there a link to some useless review of a crappy consumer VPN? The issue is a VPN connection problem via the TRAY GUI, not a VPN connection issue in general, and is due to a bug in the tray GUI
that Microsoft does not acknowledge nor seem to care about and hasn't been fixed despite being around for quite a while.
And yes, even in 1909, with all of the supposed "fixes", it still exists. Funny thing is when connecting from the tray, the GUI hangs on "Connecting..." and the Connect button never changes to "Disconnect", but an IP does get issued and the VPN is connected
(sometimes).
Going to the VPN connection panel will still show the same status. However, Cancelling the connection there and hitting Connect will succeed.
Either way, it's ridiculous that this has been around for this long and Microsoft would rather waste time figuring out what new icons they can create for emojis and other consumer ****.