One of the most important advantages Windows 10 Always On VPN has over DirectAccess is infrastructure independence. That is, Always On VPN does not rely exclusively on a Windows Server infrastructure to support Always On VPN connections. Always On VPN will work with many third-party firewalls and VPN devices, as long as they meet some basic requirements.
Advantages
Third-party firewalls or VPN devices offer some important advantages over Windows Servers running the Routing and Remote Access Services (RRAS), both in terms of security and performance.
Security
Dedicated security devices (physical or virtual) provide better security than a common Windows server. They commonly run specialized, security-hardened operating systems that are highly secure and resistant to attack. In addition, these solutions typically allow the administrator to define policy to restrict access to internal resources and do so in a centralized way. This is often easier to implement and manage than using traffic filters on the client side. They often include advanced security features such as URL filtering and malware inspection to better protect remote clients. Some solutions include Hardware Security Module (HSM) integration to further enhance security.
Performance
Purpose-built solutions often provide better throughput and performance than do Windows Servers by virtue of their proprietary operating systems. This allows for better network throughput and the ability to support many more connections per device.
Disadvantages
The main drawbacks for using a third-party device are cost and administrative overhead. Third-party solutions must be acquired, for which there is typically a non-trivial cost associated. They often need additional per-user licensing. In addition, many of these solutions require specialized skill sets to implement, manage, and support which could further increase the overall cost of the solution.
Interoperability Requirements
Any firewall or VPN device can be used for Always On VPN as long as they support the Internet Key Exchange version 2 (IKEv2) VPN protocol for remote access connections. Most modern firewalls today support IKEv2, but some (such as the Sophos XG firewall) do not. Check with your vendor to validate support.
Native Client
If the firewall or VPN device supports IKEv2 for remote access connections, the native Windows VPN provider can be used to establish an Always On VPN connection. The native provider is used when the Always On VPN ProfileXML is configured using the NativeProfile element.
Plug-In VPN Client
One crucial drawback to using IKEv2 is that it is commonly blocked by firewalls. Many third-party VPN vendors offer a plug-in client that enables support for TLS-based transport, which is more firewall friendly than IKEv2. Plug-in VPN providers are available in the Microsoft store.
Below is a current list of available third-party VPN plug-in providers for Windows 10. (Updated April 5 to now include Cisco AnyConnect!)
- Check Point Capsule
- Cisco AnyConnect
- F5 Access
- Fortinet Forticlient
- Palo Alto GlobalProtect
- Pulse Secure
- SonicWall Mobile Connect
Note: Win32 VPN client applications from third-party vendors are not supported with Windows 10 Always On VPN.
Additional Information
What is the Difference Between DirectAccess and Always On VPN?
5 Things DirectAccess Administrators Should Know about Always On VPN
A while back I wrote about the various 
