Updated 11/10/2020: Microsoft update KB4586781 has resolved the connectivity issues described in this post. If you had previously installed update KB4580364, please update to KB4586781 immediately.
A recent preview update for Windows 10 2004 has broken Always On VPN. Specifically, after installing the latest Preview update for Windows 10 2004 (KB4580364), Always On VPN connections will fail to connect automatically. They can be established manually, however.
Affected Builds
This issue affects Windows 10 2004 with build 19041.610 and 19042.610.

Workaround
The only workaround currently is to remove this update.
Caveat
Although this is a “preview” update and an optional installation, it is important to know that preview updates are released in the next “patch Tuesday” release. Administrators are advised to carefully consider delaying the implementation until additional testing has been completed.
Additional Information
October 29, 2020 – KB4580364 (OS Builds 19041.610 and 19042.610) Preview Update




While performing Always On VPN evaluation testing with the latest release of Windows 10 (2004), a bug was discovered that may result in failed VPN connections, but only under certain conditions. Specifically, the failure occurs when both the device tunnel and user tunnel are configured on the same client, and the user tunnel is configured to use IKEv2 exclusively.




