Why do I need tuntap for HideMyAss? I want to install HideMyAss VPN software, but after login they suggest to me to install the tuntap driver.

The software worked before, but lately they want to install extra kernel extensions? 


  My question is: With UNIX under the hood, why do I need such a kernel
  extension to make VPN work?
You don't need any kernel extensions. OS X has VPN configurability built in as well as all the UNIX tuneless and networking code and commands you could possibly need for securing the network. (It's BSD under the hood, after all).

Why that one package needs a .kext could be innocent and performance tuning or to prevent needing a password to change things later or it could be nefarious for any number of reasons.