[Instruction] Config NordVPN wireguard (Nordlynx) on OpenWrt

I just tried that, by setting the "Create / Assign firewall-zone" value to "WAN" in the newly created "NordLynx" interface:

But that doesn't seem to do the trick (even after a reboot of my OpenWrt device): my external IP is still visible/unchanged when checking via sites like "hidemyass". Am I forgetting something?