$openvpn ulmo-UDP4-1194-mparolo.ovpn
Options error: Unrecognized option or missing or extra parameter(s) in ulmo-UDP4-1194-mparolo.ovpn:13: pkcs12 (2.4.9)
OpenVPN does not recognize the pkcs12 parameter. If I use the same .ovpn file on other GNOME based distributions, it works without problems.

10 days later

To fix it I had to revert openvpn to a previous version with the official eopkg(openvpn-2.4.9-13-1-x86_64.eopkg). With this change I was able to use openvpn properly.