The problem is that OpenVPN is single-thread. If you care about OpenVPN throughput you need to use a device that offers hardware crypto acceleration. No Pi does.
Intel's AES-NI is the most common and generally simplest to get going. An old PC (some as far back as 2011), a recent low end embedded board (eg J4105), or a single core virtual machine on a desktop PC will all leave a Pi in the dust in terms of OpenVPN speed. Check your CPU on Intel's ARK web site to see if it supports AES-NI.
Quite a few SBCs support hardware crypto acceleration, but I don't know what the best choice is right now. People had high hopes for the espressobin, but it turned out to have other issues unrelated to crypto and apparently isn't a good choice. You will find comparative benchmarks over in the Armbian forums.
Another option is to use a protocol that uses more than 1 cpu core. I've heard good things about WireGuard, and I know that some VPN providers are starting to support it. Make sure your Pi4 has a fan.