Issue still present in 4.10.07061 and later.
Known Issues:
(CSCwf21453)— Even when the client profile setting for Retain VPN on Logoff is Enabled, and User Enforcement is set to Any User, an established VPN connection is not being retained when the user signs out, and a different user logs in. The VPN connection is terminated with an error that "The VPN client agent has configured private-side proxy settings and is unable to restore public proxy settings during user logon."