"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)
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vpn connection on network applet
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