I'm not an expert, but according to:
https://openvpn.net/community-resources/how-to/#redirect
"The server will need to be configured to deal with this traffic somehow, such as by NATing it to the internet, or routing it through the server site’s HTTP proxy."
Have you done something like this?
So I would asume that the requests to open a website arrive at your servers tun interface and then have no way to reach the www.
Greetings
Benjamin