It seems it doesn't have anything to do with openvpn after all. Sorry for this.
What is happening is when you connect to a website that wasn't configured to use ssl, but try to connect via https://,
it connects to the first vhost that is configured to use ssl.
May be this is by design, but I would like it more to get no connection at all (or maybe a page saying there is no website on this url).
Would something like this be posiible?