In previous versions of Windows Server, Split Tunneling was enabled by removing the default gateway from the IPv4 settings under the properties of a Windows PPTP, L2TP or SSTP VPN connection. This was done on the Networking tab and selecting Properties on the Internet Protocol 4 (TCP/IPv4) settings.
In Windows 10 if you click properties on the Internet Protocol Version 4 (TCP/IPv4) settings, nothing happens the button has no code behind it.
On Windows 10, to enable Split Tunneling this must now be done with PowerShell.
Set-VpnConnection "VPN Connection Name" -SplitTunneling $true
After enabling the VPNConnection for Split Tunneling this achieves the same affect as the "Use as Default Gateway" button from the IPv4 properties dialog box.