If you're using the app, I know you can choose a server instead of "Auto". Not sure if it does the pings.
You can bypass the app. I've identified some servers that work good and are close to me and just use a separate app with the profiles/configuration I need. (You can use the built in VPN on your OS or use the OpenVPN app directly for example if you want).
There are options.
That said, a question: is there a way for a power user to control this startup ping mechanism in favor of using a single server they have selected as the best? The only reason I see to not do this would be if your IP ranges are volatile time-wise for some reason. Or perhaps I'm missing another factor?