@MelonPan
Not the user agent (a user agent is a different thing) but the program name and version if your program sends it. Yes, it's an information voluntarily sent by your program. If your program does not tell the server anything, this information is not available. It is meant for your comfort so you can discern and identify your devices and programs used for each connection slot in your "Client Area" at a glance. Sometimes useful for self troubleshooting too. For example seeing an alien OS that you don't run using one of your account connection slots to some server that you don't connect to may suggest something. In general very useful, not creepy at all.
About the IP address, @SurprisedItWorks and @OpenSourcererexplained already, we just add that knowing the destination address is strictly necessary for every application in every network based on IP (Internet Protocol), it's not some "special" requirement of OpenVPN, WireGuard or whatever.
Kind regards