I'll guess that you have an error in your OpenSSL configuration file, as that particular library module which produced the error is used to parse OpenSSL configuration files.
Disclaimer: I am not an openvpn user.
I am unable to recreate your problem with the example configuration supplied in the easy-rsa package. I installed both the openvpn and the easy-rsa packages on a 6.1 test system, and obtained the following results.
Code:
$ pwd
/usr/local/share/easy-rsa
$ ls
COPYING README.quickstart.md easyrsa openssl-1.0.cnf x509-types
ChangeLog doc gpl-2.0.txt vars.example
$ ./easyrsa init-pki
mkdir: /usr/local/share/easy-rsa/pki: Permission denied
Easy-RSA error:
Failed to create PKI file structure (permissions?)
$ doas ./easyrsa init-pki
init-pki complete; you may now create a CA or requests.
Your newly created PKI dir is: /usr/local/share/easy-rsa/pki
$