Looking at this document:

http://www.draytektr.com/documents/product/44E81DB0-97CC-28F4-F50AD86B1D2FC088.pdf

It seems that the 2860 originally had support for OpenVPN tunnels. Does anybody know why it was removed from later releases?

Probably because of their own SSL VPN functionality with the Smart VPN client. Shame the Smart vpn client is not running on iPhone, Mac or Linux though. I didn't notice in one of the logs that they appear to be using (at least in part) openVPN technologies.

I read somewhere (where?) that OpenVPN (OpenVPN is a registered trademark of OpenVPN Technologies, Inc) asked them for some fees to use it. Then they dropped the feature. It's a shame because I bought the Draytek when I saw the first specifications (OpenVPN). Now I wonder if I will not drop Draytek.

AFAIK, OpenVPN was never in the the specification; it was in some beta firmware for test, but withdrawn.

This would have been extremely useful

I found it in an online 2860 manual and then realsied the screenshot in the manual 2.7 or something like that.

This would rock.