ConnMan recipe does not activate VPN support currently. ConnMan supports plugins for OpenVPN, vpnc, OpenConnect, L2TP and PPTP VPN technologies. There exists recipes for OpenVPN, vpnc, L2TP and PPTP in OpenEmbedded so ConnMan recipe could activate VPN plugins for these.
Taking the bug as I have a fix for this.
Fixed by 9fa1590474a25614a4e4ff52fb678832162d32c2 http://git.yoctoproject.org/cgit/cgit.cgi/poky/commit/?id=9fa1590474a25614a4e4ff52fb678832162d32c2