Actually it's been like this since the first generation of Airport base stations.
To me, Apple focus more on the performance and simplicity.
With that, it's great for basic users who don't need to know much about technical stuffs but yet able to get the best of their internet.
What you can do is purchase another router and just use that for VPN.
This gives you the option to choose whether the client device needs VPN or not. Sometimes you probably just want a fast internet connection with no VPN, Time Capsule will do that job.
But if you're not keen on that, see if you can request for a refund and get another router that includes advanced setup.
I personally am using the Asus RT-AC66U router flashed with merlin firmware and it works well with VPN setup, even tested it with a StrongVPN account for 1 of my clients.
- Thank you for suggesting use of a second non-Apple router for VPN use. (Too late to get a refund on the TC. And I want to use the Time Capsule as an all-in-one solution (as advertised) for three purposes:
1) Internet access via wifi, for which I need a VPN all the time, from various devices like iPad, iPhone, MacBook Air and PC.
2) MacBook Air access to the TC via wifi, to access large files like movies and music stored on the TC hard disk (3 terabytes)
3) Access to other networked devices, such as an additional external hard disk used as network storage (the TC's 3 terabytes was not enough)
If I use a second router, then wouldn't I need to constantly switch from one wifi network to the other depending on whether I want access to internet or access to networked storage on the TC and other hard disk?
A second router doesn't seem so convenient, as opposed to the all-in-one solution I had hoped to get from the TC.
And isn't it true that two wifi networks running side by side will interfere with each other somewhat, degrading performance?
Any further thoughts or suggestions would be appreciated.
