When looking at always-on devices, it rarely makes sense to re-use a device originally targeted at different use cases - unless very careful consideration and focusing has gone into the original scoping for low idle power consumption. For devices running 24/7 even small'ish deltas in power consumption can make a huge difference and basically pay for a new purpose-built device in a year or less (just on electricity and/ or cooling costs saved). E.g., if a device comes with a discrete graphics card, it's basically out of the consideration (because that means at least +20 watts idle power consumption, much more for gamer graphics).
If an Intel system is pre-haswell (11-15 watts idle possible with haswell or newer), you're looking >35 watts idle for ivy-bridge or >60 watts idle for sandy-bridge - and 110-130 watts idle for anything before that. For Intel atom based systems you want at least baytrail-d (and you don't really want baytrail-d either, because of serious silicon bugs affecting ACPI and deep c-states - but at least they give you low idle power consumption (6 watts) and considerable performance).
For AMD, the situation is a bit more difficult - the old APUs are a bit long in the tooth (and not as low power as comparable Intel systems), for the ryzen generation the corresponding low-power APUs haven't really arrived yet.
Unless you really need the power most of the time, you don't want (real-) octo-cores (plus HT) either, as Intel has rushed them to market in shock, because they didn't have anything to compete with ryzen on the high-end, with idle power being irrelevant during the rushed development.
 The pcengines apu2 is a bit of an outlier here, yes, it isn't a performance monster either and can just barely do 1 GBit/s routing at wirespeed under linux (not quite, but almost under FreeBSD) - and certainly not at all with SQM enabled or, beware, running a VPN, nor does it provide any kind of graphics output, but it does provide >2 (three) ethernet interface plus the ability to connect two WLAN cards in a small form factor and low idle power consumption.
It'll be fine, it's not great by any means (nor is the PC-Engine PCs but they use less power) but do some simple math comparing total costs between a router and a PC including electricity. At least in Europe in general the cost for electricity is very low in general so it'll take many years before it'll add up to a considerable amount. Given that you at least earlier you could get a WRT32*-box for around 100$ from Amazon it's probably hard to beat that but AMD64 platforms are much less PITA to use in the end even if ARM etc are much friendlier now than just a few years ago.
Also, without turning this into a holy war I would highly recommend you to consider pfsense or opnsense if you're going the AMD64 (x86-64) route as it'll most likely give you a more pleasant experience overall as it's not as heavily targeted device with very limited resources. Downside is that wifi support is not as good but most people just get a separate AP/router which ofc can run OpenWRT etc.
Years ago, I went from a 1.1 GHz AMD Duron running as LAN server a bit over roughly half of the day (110 watts) to a Atom N270 based Mini-ITX device (18 watts) running 24/7, at the end of the year the electricity bill shrank by ~200 EUR (total system costs were ~230 EUR) - now I'm on a 6 watts baytrail-d system. Yes, both Atom systems have been bought with an eye on minimizing idle power consumption (DC-DC power, directly from a Notebook PSU, 2.5" HDD, CPU-graphics), but those are easy tasks when considered while buying/ assembling the device and not anything special.
OpenVPN is single threaded, so having multiple cores w/o mutiple OpenVPN instances is just wasting power. Basically, 2-core Atom with TDP of 5W might perform as well as older 4-core AMD CPU drawing 60W. Expect ~200Mbit VPN speed with 256-bit AES
Just for fun, I did "real world" benchmark of my OpenVPN setup with iOS client.
Server: x86 Atom running OpenWRT
Client: iPhone 8
iPhone connected through my friends 100/100Mbit fibre (using 5GHz WiFi) and my server was also on 250Mbit fibre (albeit different ISP).
All traffic was tunnelled thru VPN. Result: 86Mbit Using DSL reports.
This is including all the overhead of iPhone -> WiFi, then Internet Exchange to change carrier, then my router, then back to Internet from my router again.