no, personally i don't think you have to worry, it's just like saying i hang my stuff 30 feet high so no one could reach it (under normal circumstances, before someone tells me, yes, but if..) and then saying it would be more secure to hang it 35 feet high.
openvpn has no flaws like lets say pptp with it´s weak password hashing or poor encryption keys..
to me it would be fine if everybody (universities, big networking companies, OS-Providers, etc..) would do SSL-VPN's as their standards, but unfortunately they don't. i.e. of iPhones which don't support installing third party devices (tun, tap) you don't have much choice, or if you have to connecting to third-party-vendor-stuff…
it depends, on implementation (i heard, IPSec with NAT-T is too not an ace either), on technology being used, on the usecase, on so many things.. but i'm glad that pfsense does them all.