"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 Touch seeded packages, which is subscribed to network-manager in Ubuntu. https://bugs.launchpad.net/bugs/1755442 Title: vpn connection on network applet Status in Ubuntu Budgie: New Status in network-manager package in Ubuntu: New Bug description: Ubuntu Budgie 18.04 beta x64 i added my openVpn config (configuration works fine on other devices). On Budgie network applet, i switched my VPN connection "ON" and absolutely nothing happened. Switch remains on, but there no info about connecting and my ip remains unchanged. Regards. To manage notifications about this bug go to: https://bugs.launchpad.net/ubuntubudgie/+bug/1755442/+subscriptions -- Mailing list: https://launchpad.net/~touch-packages Post to : email@example.com Unsubscribe : https://launchpad.net/~touch-packages More help : https://help.launchpad.net/ListHelp