No, you didn't miss anything, this is a flaw in VMCentre. I will raise a bug for this, but in the mean time you can manually configure your network.
I don't think we have any official documentation for this, but there is plenty of information available on the internet. The VPN is Debian based, so any Debian based guides will help, for example https://linuxhint.com/debian_etc_network_interfaces/ or the full official Debian guide https://www.debian.org/doc/manuals/debian-reference/ch05.en.html.
In general you just need to edit /etc/network/interfaces. However you do it, the first line of /etc/network/interfaces must be
#VMCENTRE OFF to prevent VMCentre from trying to manage the network.