New comment by dm17 on void-packages repository

https://github.com/void-linux/void-packages/issues/20262#issuecomment-851030862

Comment:
I'm not sure why this should be expected or default behavior... Was just looking around myself for a while to fix this. It feels wrong when the ```/etc/openvpn``` doesn't even exist. Perhaps not an issue with sane default on Void but rather openvpn.