Another mystery solved since upgrading to Windows 10, and needing to add in a new VPN connection. Normally when you add in a VPN connection and connect to it, your system wants to use the default gateway of the VPN connection for IPv4 connections (eg. browsing the web).
Because I tend to have a number of VPN connections, and I’d rather be using my own bandwidth than whatever the VPN is providing, I turn the “Use default gateway on remote network” off. But for some reason under Windows 10, I’m unable to get to the properties of the IPv4 connection under the Networking tab. But now I have a work around!