I think the appliances are meant to be upgraded after you install them. I've tested the Hyper-V and ESXi appliances and was able to upgrade them to 1.8.3 using instructions on the site with no issues. For the ESXi image I downloaded the Ubuntu9 .deb and for the Hyper-V image I used the Ubuntu8 .deb. The instructions were on the page you used to download the image. The only exception was the ESXi page didn't specify to download the updated .deb, but I found an Ubuntu9 deb in the root home folder in the image so I used:
wget http://swupdate.openvpn.org/as/openvpn-as-1.8.3-Ubuntu9.amd_64.deb
dpkg -i openvpn-as-1.8.3-Ubuntu9.amd_64.deb
to update the installation and it all worked fine.
Edit: I originally posted the i386 Ubuntu8 link, updated to reflect the amd_64 Ubuntu9 link