Sorry for delay, but did your read comment to which I answered?
"Is there any difference when I connect to VPN via client app vs when I connect using OS setup (like Windows 10 network settings)?"
My answer - Window 10 doesn't support OpenVPN out-of-box, you can't setup it via Windows network settings.
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Sorry for delay, but did your read comment to which I answered?
"Is there any difference when I connect to VPN via client app vs when I connect using OS setup (like Windows 10 network settings)?"
My answer - Window 10 doesn't support OpenVPN out-of-box, you can't setup it via Windows network settings.