[ingenium]

Works fine for me with OpenVPN on Android (4.4.2 on a Galaxy S4 and Nexus 7). It will only prompt to accept the VPN the first time it's run. If you leave it running in the background it will re-establish the connection whenever it needs to.

That being said, I also have an Xposed module to get rid of the confirmation prompt entirely (I use Tasker to enable the VPN automatically when my phone connects to unsecured wifi networks).

I can't speak to how Apple does it, so maybe it's just an OpenVPN vs IPsec thing. If you setup your own IPsec VPN you could possibly have it activated automatically. There was a post on HN a few months ago with a script to basically setup an IPsec VPN automatically for you.