Hello Kin Yung
I understand that you're looking for information about the Azure VPN Client for mobile devices, specifically regarding the ability for point-to-site (P2S) connections using Active Directory (AD) authentication.
Currently, Azure VPN Client for Point-to-Site (P2S) VPN supports Azure Active Directory (Azure AD) authentication only on Windows devices. While iOS and Android devices can connect using certificate authentication, there is no official Azure VPN Client app for mobile platforms that supports Azure AD authentication.
Please refer to the table below which shows the client operating systems and the authentication options that are available to them: 
Native Azure AD Authentication with OpenVPN protocol and Azure VPN Client for Windows. Other OS: Authentication options are not available at this time. The primary method available on mobile devices remains certificate-based authentication via the OpenVPN client.
However, you can currently use Radius or Azure Certificate authentication to connect Azure P2S VPN on Android/iOS devices.
To connect using the OpenVPN client on iOS, you must generate the necessary client certificates and configure them correctly.
For the latest information on future releases or changes, it is advisable to monitor the official Azure updates or roadmap announcements.
If you want this option on other OS clients, you can leave your feedback here requesting this feature. All feedback shared in these forums will be monitored and reviewed by the Microsoft engineering teams responsible for developing Azure.
Refer the below articles:
- https://learn.microsoft.com/en-us/azure/vpn-gateway/point-to-site-vpn-client-certificate-openvpn-ios
- https://learn.microsoft.com/en-us/azure/virtual-wan/point-to-site-vpn-client-certificate-openvpn-ios
- https://learn.microsoft.com/en-us/azure/vpn-gateway/point-to-site-entra-gateway
I hope this has been helpful!
Please don’t forget to close the thread by clicking "Accept the answer" and "Yes" wherever the information provided helps you, as this can be beneficial to other community members.
Thanks,