This has been bothering me for a while, this takes up a High Sierra device slot and so you can't run VirtualBox, VMWare Fusion, OS X Fuse with this loaded. And I keep getting the error "No peer process to connect to".
There is a red herring that has to do with the kernel extension and signing problems. But the real issue is that there are not enough device slots to run properly.
However, you can't get rid of it easily because my ExpressVPN subscription ended and you can't just load the software without a valid subscription.
Also searching the file name expressvpn.tun doesn't work because that is just the logical name, not the file name.
Looking at forums, these kexts normally live in System/Library/Extensions or /Library/Extensions and the way that you remove an extension is to remove it.
I found a kext called tun.kext so I moved it and expressvpn.tun no longer loads. Now I get a slot back!
It's not a bad thing to check what is loaded as kernel extensions with kextstat | grep -v com.apple and if you do I found some interesting things:

• HornDIS. This is apparently an extension that is USB tethering for Android devices. If you don't need this, then you remove them for the two Extension libraries above.