Yes, I know that BB10 doesn't currently support most VPN protocols out there.
Unfortunately, most VPN providers don't support the protocol that BB10 does support.
Those that do (PureVPN and VPN Reactor) have a privacy policy that basically states they will turn over your information if asked.
Which VPN Services Take Your Anonymity Seriously? 2014 Edition | TorrentFreak
The good VPN services that actually protect you as you surf almost universally use Open VPN.
So are there any plans for Blackberry to incorporate Open VPN support into BB10? This is one of the most glaringly obvious holes in the OS, as every other desktop and mobile OS (Windows, Mac, Linux, iOS, Android, Windows Phone) all offer Open VPN support...
...and BES isn't the answer for the individual non corporate user.