It depends on profile settings but afaik addons get installed for all users but they're disabled in other profiles. It's just the userdata folder which is unique.
I think what's happening is on logoff the VPN isn't being disconnected and when the other user logs on the check detects it as still connected so it doesn't reconnect. I'm not sure if it is still connected to the VPN or not but emby doesn't connect to my server. It's Https and over WAN so maybe it's something to do with that.
I've got around it for now so it's not too much of a problem for me. I just set a different default VPN location on each user so it will force reconnect on logon with each Kodi user.