Update 2015-11-16: Fixed in TH2.
I just installed Cumulative update for Windows 10 version 1511: November 10, 2015. (Codename Threshold 2). The bug is gone. Clicking
Properties now works and brings up the expected menu.
I made a point of checking before the reboot: Bug was still there.
And after the reboot/half-hour-install: Bug is now gone.
Original post preserved below.
Seems to be a bug. Reproducible and everything.
Supposedly fixed in preview build: Windows 10 Build 10547 Insider Preview (fast ring) released September 18, 2015. Regular release date is not known.
All of a user's VPNs are saved in
This is a plain old ini-file and can be edited.
There you can copy entries from a known-good config.
(Or if you have lots of time on your hands, then you can also read the Microsoft Documentation for the PBK file format: [MS-RRASM]: Routing and Remote Access Server (RRAS) Management Protocol: 2.2.2 File Format for Phonebook.)