I know I replied to this question with "No", but it can be more complicated than that.
I forgot that BI allows a person to limit of filter the local IP addresses that can access BI. I believe this is se to "off" by default, but it certainly is easy to turn on and many people might do this in an effort to increase security on their network. If you turn this feature on, you need to make sure that you include the IP network segment that the VPN is going to operate on. It's not the same as your regular local network. So if you local network has a 192.168.1.X address, you might have set up the VPN to use 10.0.0.X or something else. I myself was caught be this initially when I set up my VPN. I had limited this feature to just my regular main network and camera VLANs, but forgot to include the VPN addresses when I added it. It took a minute to figure out why I wasn't able to connect to BI. Once I added the VPN addresses, it worked as expected.