Opera VPN is a great addition but if you are working with local IPs a lot (in the office or at home) you constantly have to switch it off an on.
This leads to a bad / annoying user experience.
A dynamic or static blacklist of IPs that should not use VPN access would be extremely helpful here.
E.g. VPN for local subnets (RFC 1918, RFC 4193) should always be disabled by default: