Yes, PLEASE! Right now, this is the only thing preventing me from using it more. The VPN doesn't need to be feature-rich. Just basic client VPN, using either native Mac/Windows client, or better yet with Cisco AnyConnect.
Supporting VPN can mean a wide range of things. To dispel any existing confusion:
The GX product cannotbe a VPN end-point for client devices or site to site VPN.
The GX does allow VPN traffic to pass through it.
What this means is you cannot client VPN to your GX from a remote location, and this would be considered a feature request (or a wish in the app). It is also not possible to link GX's together in a site-to-site VPN topology.
However, nothing is stopping clients on your GX network from establishing VPN connections outbound.
As an example, while connected to my Meraki Go full stack, I am able to establish a VPN tunnel with my open VPN server and reach tools and resources hosted on that remote network.
I hope this post helps clear any confusion around what the GX can and cannot do regarding VPN.