Hi, Lanie.
It might be worth testing with the winget install of the package.
https://learn.microsoft.com/en-us/windows/package-manager/winget/
https://apps.microsoft.com/store/detail/azure-vpn-client/9NP355QT2SQB
I've seen this deployed across Windows 10 PCs using Winget to install the Store app - I believe this ended up being installed for the system, but be worth testing.
Install-WinGetPackage -packageID "9NP355QT2SQB" #Azure VPN Client