This is the same enhancement that the one for OpenVPN fixed in bug 379279: NetworkManager "Ask For Password" Popup Focus.
Using OpenConnect, the Username and Password fields are handled differently than with OpenVPN.
From plasma-nm 5.10.1 source code, kded, passworddialog.cpp :
        // Hide generic password field and OK button in case of openconnect dialog
        m_ui->labelPass->setVisible(false);
        m_ui->password->setVisible(false);
        if (shortName == QLatin1String("openconnect")) {
            QAbstractButton *button = m_ui->buttonBox->button(QDialogButtonBox::Ok);
            m_ui->buttonBox->removeButton(button);
        }
I would like to get the focus set to the password field when connecting though OpenConnect VPN.
At the moment, pressing Tab key puts the focus on this field.