Fingerprint and VPN on S5
The answer to the original post is that Android requires a higher level of security to store secure access gateways like VPN's that could grant access to entire business data systems. Samsung rates its finger print sensor as medium. Perhaps medium might even be a step too high especially after it was fooled soon after launch with lifted fingerprints on tape and rubber blocks. Its akin to the facial recognition security option of earlier Android models that was bypassed using printed photos held up in front of the phone.
If you want a VPN in your S5, then you will have to forget fingerprint security and go for the higher level pin or password.
If you have made this mistake and ended up in this forum because your fingerprint option is now disabled, then you will have to delete all of the manual VPN's that you have entered. You then need to reboot your phone and re-check that all VPN are now missing because if you have an updated security profile, it may make the VPN profiles hidden and you will only see them on reboot.
Once the VPN profiles are all fully deleted the fingerprint option will return as a medium security.
I agree with earlier suggestions that if you want the fingerprint to work along with having VPN access, then the best option is to setup an OpenVPN connection. It works fine.