May be your firewall rules block ping from openvpn server.
You may try disable firewall rules and try ping again.
To disable firewall rules select IP->Firewall in Winbox. In window Firewall select the rule and press button with red cross to disable it (after you may enable it).
Also check routes on mikrotik (IP->Routes).
Another way - you can try to ping openvpn server from your mikrotik. In Winbox select "New terminal" and type command: