The VPN package is greyed out (as shown in the screen capture below) due to incomplete/unclean installation of VPN client.
To resolve the issue, please follow the steps below to remove the Cisco Anyconnect VPN client from your Mac OS X and re-install it again.
Note: If your Mac user account has no password (a blank password), you must give it a password before proceeding the procedures below. Please refer to Apple support site https://support.apple.com/en-hk/HT202860#knowpassword to change your password.
From Finder menu, choose Go and then click Utilities.
Click Terminal.app App.
Type the following at the command prompt, press Enter and input the password of your Mac user account.
sudo pkgutil --forget com.cisco.pkg.anyconnect.vpn