`brew install openvpn` vs. Tunnelblick for OpenVPN client
According to it's official website:


  Tunnelblick is a free, open source graphic user interface


When I used Tunnelblick, it worked flowlessly with MacOS. So I would recommend to go forward to run: 

brew cask install tunnelblick


When you choose a software for Mac, if it's included in home brew or home brew cask package list or not is one point to consider. See if it's useful enough or popular enough to be a brew package.