Starting with OpenVPN Connect v1.2.5, the app has restricted access to the iOS keychain. This is a policy enforced by Apple in order to improve security and avoid a generic app to access unauthorized key/certificates. For this reason PKCS#12 bundles have to be re-imported by OpenVPN Connect directly.
Please refer to the FAQ "How do I use a client certificate and private key from the iOS Keychain?" for detailed instructions about how to do so.