Update:
After your comment that OpenVPN client needs no special treatment from pfSense and there is no activity in captured packets w.r.t 1194 port. It got me thinking there is an issue with host machine it self and after checking all settings, like DNS Config, netplan and few others.
Culprit was gateway defined in netplan. I know its stupid but that was it. I changed it to pfSense IP and everything started working again.
Thank you for replying on this thread !!