I have some more information. I am able to get the vpn working for wifi devices by doing the following:
Connect / Enable openvpn client
Go to advanced > Network > Interfaces
Here I see VPN_CLIENT is bound to the interface TAP0 which is not right, so i modify the interface and bind it to tun0.
This disconnects the VPN client. I click connect again, and all of a sudden, VPN is now working.
It appears there is a bug somewhere that is bringing up the interface on tap instead of tun ??