Rule for route via VPN doesn't switch to default gateway if VPN is down

jabacrack

I think I have very standard setup - openvpn to my own server, gateway for this connection and rule that forward requests via vpn for list of sites specified in alias list. Version of pfsense - 2.4.5-RELEASE-p1 (amd64)
What I do:

Stop my openvpn server and reboot my router: status of openvpn client is down and openvpn gateway is pending. Now if I try to traceroute site from alias list connection go via default gateway and all good
I start my openvpn server, client succefully connect to server, gateway is up and request to sites go via vpn
Now I again stop my openvpn server, after some time openvpn gateway go down and I cannot access sites from my list anymore. But how I understand from documentation in this case in all rules that use gateway that go down it replaced by default one. And all request should go via it. And this what I want to achieve. Also I try to set checkbox "Do not create rules when gateway is down". Because my route via vpn rule is first? after disabling traffic should go via default one. But this doesn't work either. If I manually disable route via vpn rule all start work fine.

So I want to route some traffic via vpn if it available and via default gateway if vpn down. Please help me to do this.

My rules