When I have the VyprVPN application set to start on device start up, and set to connect on application start VyprVPN does not connect on device start. This is likely due to the fact that there in no network right when the device starts.
Getting the application "Delayed Start" from the iTunes store, I can set the VyprVPN application to start 15 seconds after the device start and it will connect.
You can fix this issue or add a Delayed Start option in VyprVPN, what ever works!