How to automatically reconnect VPN on network change?
This seems to have been caused by either a bug or an oversight by the app developer, and it sorted itself after an update. Just make sure the OpenVPN client is recent.

Also, the following settings are worth checking.

Reconnect on reboot. Enable it unless you want to manually decide when to OpenVPN and when not to.

Seamless tunnel. Enabling it blocks all internet traffic while the VPN is (re)-connection, to avoid leaking your real IP.

Connction timeout. How long to try re-acquiring the connection if it is lost. Set this to CONTINOUSLY RETRY to keep trying until a connection is established. If a timeout is set, and a connection has not been established before it runs out, OpenVPN Connect will exit, and the connection will be unblocked, to let you connect unprotected until you manually restart OpenVPN Connect.

Moreover, keep in mind, that reconnect on reboot only works if OpenVPN Connect is connected when you initiate the reboot. If you manually disconnected or if you lost the connection, you need to manually reconnect after rebooting.