I too have Mikrotik routers but don’t use them anymore as they don’t support proper OpenVPN (UDP), no DNS over TLS and no large blocklist and no Wireguard (I know some of these are in beta now).
I have a similar issue with Wireguard on my BRUME. But only after a reboot.
https://forum.gl-inet.com/t/brume-vpn-client-does-not-survive-a-reboot/12271
But I havent observed this problem with OpenVPN (I rarely use it). It may also depend on your VPN provider (mine is vpn.ac).
alzhao gave us a temporary fix but the problem that remains is that some processes and programs (eg. AdGuardHome) try to connect to the Internet and fail because the VPN isn’t connected yet. They have to fix their scripts and scheduling for a proper chronology when everything starts.