I also have added and removed multiple OpenVPN interfaces before and have not seen this before. Did hestitate to post this issue, because I did expect a question if I could reproduce. But currently do not want to try reproduce, because of the risk of internet connection going offline again. Maybe later, have to schedule.
But I am also quite sure I did not accidentally changed the WAN interface to OpenVPN interfaces. The moment (described as: "Then I saw no new gateway was added, but the WAN_DHCP (default) gateway was now automatically linked to new created OpenVPN interface") I clearly remember me thinking: how is this possible, that a way to change OpenVPN in upgrade from 2.1.5 to 2.2.5, why does anybody wants this to be done like this, I do not understand the purpose.
I can PM the config history of that day if you would like?
(I did make a total diff dump from beginning to end. Maybe something missing from the start of the day, I am not sure. Maybe there is also a easy way to create a total dump for each individual change made during the day from begin to end?)