OpenVPN 2.5.7 seems to be signed with a new GnuPG key 5661FF69D65415584B720FC08B7417B3EBB3B309.
The keyring from
https://openvpn.net/community-resources/sig/ does not contain this key.
wget -O security-openvpn-net.asc https://keys.openpgp.org/vks/v1/by-fingerprint/F554A3687412CFFEBDEFE0A312F5F7B42F2B01E7
gpg --import security-openvpn-net.asc
wget https://swupdate.openvpn.org/community/releases/openvpn-2.5.7.tar.gz https://swupdate.openvpn.org/community/releases/openvpn-2.5.7.tar.gz.asc
gpg --verify openvpn-2.5.7.tar.gz.asc
gpg: assuming signed data in 'openvpn-2.5.7.tar.gz'
gpg: Signature made Di 24 Mai 2022 10:57:09 CEST
gpg: using RSA key 5661FF69D65415584B720FC08B7417B3EBB3B309
gpg: Can't check signature: No public key