OpenVPN ping is much higher?

I have OpenVPN set up between two sites in two separate countries.

When I ping via VPN tunnel (pinging LAN address) the ping is about 350ms. And when I ping the same router directly/externally (pinging WAN address of the router), it’s about 80ms.

Well, a problem arise today that our internal webpage loads very slowly, so I redirected uses to access via external address, and it’s so much faster. Then I discovered pinging is much slower via OpenVPN.

I am guessing they are related problem. I am hoping to solve the webpage loading issue by solving this OpenVPN pinging issue.

Any idea?