Hello @Janne Kujanpää , as I understood from the question you have set-up packet capture for your VPN gateway, and all the packets captured are encrypted.
Probable Cause:
This issue usually arises when the filter is not set to capture both inner/outer packets on the VPN Gateway packet capture.
Proposed solution:
You can follow this documentation to try and set the filter to "CaptureSingleDirectionTrafficOnly": false
so that both inner and outer packets are captured.
Hope this helps! Please let me know if this solution worked for you or not so that I can add a note to the VPN gateway documentation regarding the same. Thanks!