I asked a question about the connection to several servers for backup and load balancing in the General forum and did not get an answer.
I think it’s be a good feature. And for SSTP connection too.
My mspaint:

https://yadi.sk/i/it8YZttPzNAqM
Befor i write:
Right now I use linux-box for create VPN connection.
In my openvpn configuration:
remote HOSTA PORT
remote HOSTB PORT
remote HOSTC PORT
remote-random