I've got the exact same problem and it's not a bit annoying. it is actually more than annoying because suddenly the device needs my attention and it no vpn is there without my divine touch on button Continue.
It smells like bug because I actually point him out to the certificate then a hint appears briefly stating that certificate is installed and then Ovpn Client tells me again that no certificate is there and needs to be installed (the screen as on the posting of sa3ad above)
Now I'm using the current Ovpn client from the Google store and Android 8.1.
With the previous version of the client and with my old phone on Android 5.1 I had no such problem - and i'm using the same .ovpn file as before
UPDATE:
just found on another thread
here that it is possible to turn off the check for certificate with this line in the .ovpn file:
setenv CLIENT_CERT 0
Tried it. It works. No more nagging screens. It is again unattended.