Here’s my EtreCheck report: https://pastebin.com/NyTcanF6
According to System Preferences → Extensions, no third-party extensions have been installed. As the EtreCheck report shows, however, there are kernel extensions of Malwarebytes, Little Snitch and LuLu. Could any of those cause utun0?
I should note that the utun0 interface is shown by ifconfig whether an internet connection is established or not, even immediately after booting before plugging in the ethernet cable. Again, as far as I know, I have no VPN client installed, and System Preferences → Network only displays Ethernet, Bluetooth PAN, FireWire, Wi-Fi and Thunderbolt Bridge, with only Ethernet being on; all Sharing options are turned off, and the discontinued Back to My Mac doesn’t even appear in my iCloud services any more.