You’re welcome!
There is another way to mark a topic as solved. It will help other people to find the solution very fast because you can mark the best answer as solution and it is then shown in the first post.
Because the outer router drops the ping before it can be routed. I don’t know about OpenVPN but some VPNs also check if the remote public IP is online with ping.
Sorry, too bad, it took that long although this was in my first post, I may have expressed in a better way: