Why was this set-up this way? Anyway, I decided to do a little homework and install an actual functioning Network Manager GUI interface that also replaces that useless pre-installed nm-tray icon with networkmanager-applet icon. The 'Edit connections' option doesn't even work with that pre-installed network icon, so if you mis-typed your password or need to change it, you're out of luck. Just that useless nm-tray icon near the clock. With a new install of SparkyLinux 5.15 64bit LXQt version, I couldn't find any Network Manager GUI interface. This was on a fresh install, so instead of trying to unscrew this mess, I ended up just reinstalling again and decided to do something better to use protonvpn. Everytime I tried to connect with the protonvpn command line app, it would connect and then immediately disconnect. It will technically work and will allow you to install the protonvpn app, but unfortunately it still didn't work. I actually tried this method a short while after making my post above.

Into /etc/apt/sources.list or a list file in /etc/apt//

Install protonvpn linux