I don't necessarily miss it, but the primary reason I can't use Linux as a daily driver at work is because our VPN doesn't work on Linux. So I'd say that. Stupid as fuck that our IT department uses Linux for all of our servers but makes us run Windows.
It's a Cisco AnyConnect doodad, but it checks your computer for compliance first before allowing you to connect, so beyond spoofing a valid system, I'm out of luck. And I'm not about to lose my job due to spoofing a windows box, haha.
I've successfully used Anyconnect for years in a dedicated Windows VM. However I only used it to connect to a Remote Desktop so performance was a non-issue.
The key there is the check for compliance. They probably have an MDM or enterprise thing that ensures only approved apps are installed and all, and only then it issues a short lived certificate used to log into stuff.
The protocol itself is likely supported by OpenConnect but you'd have to actively circumvent IT's systems to make it work and thus a very bad idea.