Had the same problem and for me the problem was my text editor not complaining on saving, but lacking admin privileges, the config file would be saved to "C:\Users\me\AppData\Local\VirtualStore\Program Files\OpenVPN\config-auto" as a second file. So while everything looked fine in the text editor, OpenVPN would still use the unaltered original file without the management option needed.
See
https://github.com/OpenVPN/openvpn-gui/issues/661