Enhanced Audio - Is it worth it

Is the quality improvement worth it?  Noticiable?
We do hope so. It is a MUCH more modern audio codec, so there would seem to be no reason why you wouldn't see a significant improvement. But time will tell.

Is this something that will eventually be enabled on mobile?  It certainly is nice to have that option?

I suspect it will. Adobe has mentioned working being done on a new mobile app, and I couldn't imagine that Adobe would not have plans to continue supporting the mobile marketshare. 

Will the problems with VPN still exist despite enhanced audio?

I don't know that the enhnaced audio will change VPN issues. It really comes down to the traffic protocol and the allowance/denial of that traffic through the VPN. Since Connect will use WSS and RTMPS protocols over port 443 or WS over port 80 and RTMP over port 1935, your network team who manages allowed traffic over the VPN would likely need to set up rules that allow that traffic through or around the VPN.