"Budgie network applet" is GNOME's network-manager. Not sure - A fresh install should have installed this package network- manager-openvpn-gnome. However, as to your observation I don't know if there is an actual bug here or if yet another package is required.
I've added "network-manager" to the affects package list. ** Also affects: network-manager (Ubuntu) Importance: Undecided Status: New -- You received this bug notification because you are a member of Ubuntu Bugs, which is subscribed to Ubuntu. https://bugs.launchpad.net/bugs/1755442 Title: vpn connection on network applet To manage notifications about this bug go to: https://bugs.launchpad.net/ubuntubudgie/+bug/1755442/+subscriptions -- ubuntu-bugs mailing list ubuntu-bugs@lists.ubuntu.com https://lists.ubuntu.com/mailman/listinfo/ubuntu-bugs