F-Secure had a great blog post entitled An Open Letter to Businesses that Block VPNs on their Free Wi-Fi.
I've run into this on a number of open access points in Kitchener. The worst offender is Tim Hortons. I cannot access our work VPN which uses SSL nor my OpenVPN server at home. Nothing is more infuriating than hitting a coffee shop and trying to browse securely OR hoping to accomplish something at the office and being unable to connect to the VPN.
I appreciate that the establishments are offering this service for FREE and that they ultimately have the final say on what happens on their network. With the increased focus on privacy and security, it's time to allow VPN connections everywhere.