A VPN is a security feature that every pilot should use when attaching to a network which might not be trusted.
It has many reasons for its use which are more than legal and sensible to use.
Personally I would never do online banking for example on a hotspot or anyother public access network without a VPN to a trusted provider being in use.
So far from being illegal and fly discussing VPN's is perfectly within the rules as any true sysadmin will attest.