There are other ways a person can get in to a user's station. Example---your vpn allows split-tunelling. A hacker gets into the workstation or the vpn server, and can then log into other workstations because of the split tunnel---the workstation and/or the vpn server is now a gateway to the local/remote network(s), depending on what the hacker cracks into---can then use a brute-forcer or a VB script that fetches the SAM registry file, logs into a workstation, and guess what? The username/password are stored. All the hacker has to do then is press a-z, 1-10, one at a time, until the auto-fill feature fills in the rest.
I find it always best to NOT store the user credentials---just tell the users that it is just double authentication for THEIR safety and the integrity of THEIR personal data.
Burt