You hit the wall for me. I know this tablet as I had one then gifted ti to a friend for this and other reasons.
It's not that third party apps aren't allowed but that a third party has many gauntlets to run before Microsoft allows the app into the fold.
For most folk, https is enough. Isn't it enough here?
Is there a way other than a VPN service to enable security while using a public wi-fi network? I am using a 2 and a half year old Surface 2, using Windows RT 8.1. It does not allow third party apps to be installed. I find that manual setup of a VPN connection is too troublesome. Is there any other method that I may consider for use when travelling?

Chowhound
Comic Vine
GameFAQs
GameSpot
Giant Bomb
TechRepublic