Older versions of the Cisco AnyConnect VPN client seems to remove the Connections tab from Internet Options, whenever a VPN connection is made. The tab is restored upon a graceful disconnect of the connection. But sometimes, if the user abruptly closes the connection (e.g. the computer shuts down incorrectly), in which case, the Connections tab is not restored and stays hidden forever. Users are then no longer to go to Internet Options to adjust e.g. proxy settings.

AnyConnect creates a registry key to hide the Connections tab on a connect, and removes it on a disconnect:

[HKEY_LOCAL_MACHINE\SOFTWARE\Policies\Microsoft\Internet Explorer\Control Panel] 
"ConnectionsTab"=dword:00000001

If the key already exists on a connect, AnyConnect no longer touches it, and the key will remain even when a user disconnects, causing the Connections tab to remain hidden. Manually removing the key restores this functionality, but you can also permanently disable this, and restore the Connections tab in the process by leaving the registry key in place and setting its value to 0. As the key still exists, AnyConnect will not create/remove it and the Connections tab will never be hidden. To make the change, be sure to close AnyConnect first (see system tray).

This issue was resolved in AnyConnect 2.5.