How to override default Android's default screen lock security policy?
A couple of ways (None of these tried by me)


This XDA thread HOW TO GUIDE VPN Without Security suggests a way of editing lock screen database settings using SQL editor . OP has specifically tested on Kitkat
You could try Xposed module Lockscreen Disabler. Module description says



  To setup a VPN you are forced by the system to setup some kind of security.
  
  This module is for all the users who don't want to be forced to use a protection, although using the services described above


If you are not familiar with Xposed, Xposed: The mighty Android tool box by @Izzy, would be very useful


VpnROOT-PPTP-Manager claims to do that, amongst other capabilities. App description says


  This application was designed to allow connection of a VPN server without having to use PIN or Pattern Lock-Screen in Android.



Edit: The first method did not work for me on 4.2.2 (tried after posting this answer).