As we've reported before, using our old configuration files on iOS 9 will not work as intended. We have now started to provide new configuration files specifically for iOS 9 which supposedly fixes this issue on all those devices.
The change consists of adding the option "redirect-gateway ipv6" to the configuration file. This means that the bug is not really fixed, but rather that we've applied a workaround. It has worked fine when we've done internal testing and quite a few customers have reported that it works as well. However, since it's not a real fix, we urge you to double-check that your IP really does change once you've connected.
You can download the working configuration files here.