This problem looks the same as these posts, which are now closed for comment and dont have reasonable answers:
I’m using an RUT360 with firmware 7.06.1, which was upgraded from 7.04. It looks like this bug may affect RUTX routers as well, and likely RUT240’s.
I upgraded the router firmware, then factory reset the device, and loaded a previous config.
As discussed in these posts, the OpenVPN connection was established fine, but the Status reported disconnected.
One posts suggestion was to factory reset the device and build the config from scratch, which if the device is remote simply isnt practical.
Instead, I SSHed to the device, deleted the OpenVPN client completely, and rebuilt that only. This re-established the tunnel and the Status was then correctly showing Connected.