OpenVPN requires quite a bit of processing power, so it simply won't be able to provide high bandwidth VPN connections on a consumer grade router. Your PC has a much more powerful and sophisticated CPU when compared against your router, which is why you get much better performance when running OpenVPN on the PC.
To be clear, this is not an OpenWrt limitation, it is the hardware capabilities. Similarly, the Ubiquiti EdgeRouter and Unifi Security Gateway devices can also run OpenVPN, but they also have relatively slow bandwidth capabilities over the VPN tunnel due to the SoC limitations.
You might try Wireguard, which is much lighter weight and much faster on standard consumer router type hardware.