VPN users with no internet access

[ITadmin]

Access Server: 2.0.12
Ubuntu: 16.04
SonicWALL NSA series

Set "Should client internet traffic be routed through the VPN" to Yes, and now users can't access internet on the local side when connected. Users are able to ping successfully to websites both URL and static IP. But when they open a website, it just times out. Set packet capture on the firewall, and it doesn't see any traffic from the VPN IP address.

If we change the internet traffic route to No, then everything is fine.

LAN subnet: 172.20.1.0/24
VPN subnet: 172.20.20.0/24

DNS server on OpenVPN: Domain controller IP and 8.8.8.8