This is expected, when you redirect all web traffic thru tunnel. If your external IP at work does not change, then in the OpenVPN client config file on Ubuntu you can add:
route a.b.c.d 255.255.255.255 net_gateway
where a.b.c.d is the external IP from work.
Or try something like this:
iptables -t nat -A POSTROUTING -i eth0 --dport 22 -j SNAT --to-source e.f.g.h
where e.f.g.h is the ip of the ubuntu's default gw. I'm not sure if this will work.