Cannot pre-load keyfile - PFSense 2.7.0 / openvpn-client-export 1.9_1

[MyUnknownSelf]

I export the OpenVPN data from PFSense with ClientExport (Bundled archive). Then I import the .opvn into OpenVPN Gui, when I want to start the VPN, I get the error message: Cannot pre-load keyfile.

I then have to add the paths to the keyfile in the .opvn.

Default:
tls-auth pfSense-UDP4-1194-name-tls.key 1

I need to change it to:
tls-auth "C:\Temp\pfSense-UDP4-1194-name-tls.key" 1

Am I doing something wrong? is this a new bug?
When I import the same export into RDM Manager (Devolutions), it works immediately.