Also, even if your client is up-to-date, if your certs use a weak hash like SHA1, then builds of OpenVPN based on OpenSSL 3 will refuse those certificates as well.
Nothing the client or server can do about that, you have to issue new certificates that don't use weak hashes.
If it's the encryption on the PKCS#12 bundle that isn't being read by the OS, you can always install the client manually and then export an inline configuration with the certs inside rather than using PKCS#12, or you can export a PKCS#12 bundle separately from the certificate manager using a higher level of encryption.
Any version of the export package newer than 1.9 should be capable of exporting a stronger PKCS#12 bundle directly in the export package:
https://redmine.pfsense.org/issues/13255