Luci-app-openvpn doesn't force install OpenVPN because there are the different SSL library versions and it wouldn't know which one the user wants. So you have to install them separately.
# tail -f /tmp/openvpn.log
Sun Jan 5 15:14:21 2020 /sbin/ifconfig tun0 10.200.0.1 pointopoint 10.200.0.2 mtu 1500
Sun Jan 5 15:14:21 2020 Could not determine IPv4/IPv6 protocol. Using AF_INET
Sun Jan 5 15:14:21 2020 Socket Buffers: R=[163840->163840] S=[163840->163840]
Sun Jan 5 15:14:21 2020 UDPv4 link local (bound): [AF_INET][undef]:1194
Sun Jan 5 15:14:21 2020 UDPv4 link remote: [AF_UNSPEC]
Sun Jan 5 15:17:21 2020 Inactivity timeout (--ping-restart), restarting
Sun Jan 5 15:17:21 2020 Closing TUN/TAP interface
Sun Jan 5 15:17:21 2020 /sbin/ifconfig tun0 0.0.0.0
Sun Jan 5 15:17:21 2020 SIGUSR1[soft,ping-restart] received, process restarting
Sun Jan 5 15:17:21 2020 Restart pause, 300 second(s)