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 ??