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:00000  ...