A VPN allows you to establish a secure connection between systems that use internet to exchange data with a remote LAN.
For exchanging these data with the remote LAN, it creates a virtual "tunnel" within which all data is encrypted in such a way that they cannot be monitored or intercepted by third parties, but to do this the VPN must use some ports.
PPTP, L2TP protocols are most used :
PPTP : port TCP 1723
L2TP : port UDP 500, UDP 1701 and UDP 4500.
It is therefore normal to find open ports when you make the port scanning under VPN.