Been a while since I've used Connect so I'm not sure if it's possible now, but it's easy with the open source client from https://openvpn.net/community-downloads/
which is better than OpenVPN Connect in my opinion.
If you decide to try the open source client, download the user-locked .ovpn profile from Sonic after logging in, and then you'll need to edit it to add a line containing:
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where credentials.txt is a text file with your Sonic username on the first line, and your password on the second. Then when you point openvpn client at that config file it'll automatically log you in every time.