How did router with VPN expose local IP address?

I have a Reyee RG-E5 router. I have it configured to use OpenVPN and all traffic uses that connection. Everything works as expected and my IP exposed to the world resolves to whichever VPN location I have configured. This morning I had to restart my router and, for a brief period of time, my local IP was exposed while running a speed test. Is this a bug with the router itself? A flaw in implementation of the OpenVPN client? Expected behavior and the hardware cannot guarantee traffic will always pass through the VPN client?

Question by cgrass on Super User, licensed CC BY-SA. We show a short excerpt and link to the original thread as credit.