(Update): Thank you for @honza_kl pointing out the mistake of my answer, and I'll re-test changing the country code in OpenWRT on RPi 3.
(Previous answer):
I've finally discovered the issue. The country code setting under OpenWRT Does Not Work!
You need to download the latest Raspbian, set the Wifi country code (to the country that you're currently live in, some countries forbid the use of channel 12 and 13) on Pi under Raspbian, and go back to OpenWRT, select the same country code there.