I have an assumption that this issue can occur due to access permissions set on the .ovpn file you are using. In order to verify this assumption, I would suggest removing existing file restrictions and the check whether the file can be uploaded to the router. To accomplish this task follow the steps below:
1. Copy .ovpn file to the router itself or any Unix based machine.
2. Remove file restrictions using the following command: chmod 777 /directory/file.ovpn
3. Try to upload the altered .ovpn file to the router.
.ovpn file can be copied from the Windows machine to the router using WinSCP application.