All of the options are available to you in the Remote Access section of the UTM. The VPN client is just that - a client to use to connect. UTM dictates how you connect. not the client.
Maybe I am using the wrong client then, but after I install the SophosConnect 2.2.75 IPsec and SSLVPN and launch it to "import connection" since we L2TP over IPsec on a RADIUS box I don't see an option to export the connection?