Yes, I understood, that you did this on purpose, but then, you cannot call it a bug.
IMHO what you observe is only to be expected, when doing that kind of config in your test.
Again, with firewall enabled and/or openVPN-Server-1 up (enabled TLS auth-mode, BTW) I do *not* see this behaviour..my WAN side is completely dark with my ASUS running in router-mode behind my ISP's modem/router-bridge.
Is your Asus's WAN IP your external IP ? otherwise, if the Asus is hidden behind your ISP's modem/router-bridge, you won't see anything...