Your use of ‘anything’ and ‘everything’ is quite exaggerated.
The average user can do most of their general day to day tasks on Linux without touching the terminal.
Even on Windows, you need to use the command line/shell to complete certain task, so you can’t escape it fully.
Just to add, if you wanted to start VPN on boot automatically, you can create a systemd service file to take care of that and put it in ~/.config/systemd/user/