I had submitted a suggestion for OpenVPN a while back, but I think part of the issue lies with OpenVPN developing an app too. On other platforms like iOS, OpenVPN has an app that mediates the connection between the device and the VPN. I could be wrong, but I do believe Microsoft has the APIs needed for this to be possible in place. OpenVPN (or a willing 3rd party dev) needs to create an app to handle the connection negotiation.