@aikikun
My guess is that you might have installed OpenVPN as "user" , it seems that it needs to be installed with local admin privilleges.
See below:
https://github.com/OpenVPN/openvpn-gui/issues/281
As Local-Admin, uninstall openvpn.
Login as your user and re-install openvpn.
At the UAC enter the Local-Admin password.
This should create the group and add your user to it.
It does not point to pfSense , as being the source of the error.
/Bingo