@viragomann
Thanks for answering. Yes, it is a Remote Access configuration, not S2S. I forgot to include that I am also utilizing RADIUS-controlled ACLs, so the user connecting is getting a specific ACL configuration. It seems that when the RADIUS server returns ACLs, no other rules are evaluated which are locally configured on the firewall. And indeed, no rule was matched while I tested. As soon as I removed the ACL coming from the RADIUS server, they started to match, and packets started to get out the correct WAN interface. I tested this with an assigned interface for the instance, but I suppose it will work without it too.
Now the question is: will it be possible to achieve this while preserving the ACLs from the RADIUS server or these are mutually exclusive? I don't think the RADIUS server can pass a rule for policy routing, so it's just a packet filter. If it is not possible, maybe just get rid of the RADIUS ACLs, create another instance of OpenVPN, assign it to an interface and do the filtering there? The idea is to have different ACLs for different user groups.