A server certificate has this attribute:
Netscape Cert Type:
SSL Server
The following extensions are non standard, Netscape specific and largely obsolete. Their use in new applications is discouraged.
idk.
See Also: man x509v3_config
I am not 100% sure exactly what needs that to be present, but it's not pfSense. Maybe strongswan and openvpn.
You will probably find it easier to keep the certificates on pfSense so you can use the client export utility but there is no requirement to do so.
You do have to have the CA certificate installed on the firewall so openvpn can validate client certificates against it but you don't need the private key there unless you are going to generate/sign client certificates there.
You will need to import the certificate and key parts as the server cert but they do not have to be generated on pfSense.