There are solutions, but they are messy as hell. You could try gl-inet’s “drop in” mode, but that involves (as I understand it) ARP poisoning and all sorts of things you don’t really want to do (IMO). It’s so much cleaner to run the VPN client on the edge of the network if that’s what you’re trying to accomplish.

To put it a little differently, you’re essentially asking for the gl-inet to actually be the router anyway (you want all of your devices to pass traffic through it, which it’s going to hand directly to the ASUS). Just get the ASUS out of the loop, or stick the gl-inet upstream of it.