I agree that it would be desirable, but I'm not sure how easy it is to implement. Possibly an option to delete and not re-add the default route could do the trick, but it could make it difficult to re-establish a dropped connection.
If you (or someone else, given the age of this thread) are looking for a workaround, it should be possible to configure a local firewall to disallow outbound traffic not originating from the OpenVPN process.
The default Windows firewall supports it. I am succesfully using it to restrict an application to VPN. I had difficulties binding it to the OpenVPN interface, but I was able to set up a rule that it can't communicate unless the local IP matches the IP range provided by the VPN it is supposed to be using, which does the trick.
On Linux, you could e.g. run OpenVPN under its own user, and use the
owner match extension of iptables to restrict other users from using the Internet directly.
