Welcome to the Microsoft Q&A Platform. Thank you for reaching out & I hope you are doing well.
It appears you cannot have any validation for VPN Client App version at Azure.
You have to rely on Group Policies or Intune to make sure the VPN Client App version is latest at the remote devices.
Is there any specific reason as to why you would want the VPN Client App to be of the latest version?
Cheers,
Kapil