Oh, don’t you worry, that one is one of the nicer problems of OpenSSL based software (like OpenSSH) …
Your advice is just as true for OpenVPN btw but thanks anyway.
OpenVPN is a bit different as it uses a certificate authority and client certs, similar to HTTPS when using client certs. OpenVPN connections are mutually authenticated - The client verifies that the server has the correct server certificate, and the server verifies that the client has the right client certificate.