Looks like that's still a bug in Xenial… :-(

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https://bugs.launchpad.net/bugs/1012533

Title:
  No route to VPN server added when connected via Mobile Broadband

Status in network-manager-openvpn package in Ubuntu:
  Confirmed

Bug description:
  Ubuntu 12.04 LTS
  network-manager-openvpn 0.9.4.0-ubuntu1

  
  I'm trying to use OpenVPN via Network Manager in a configuration that passes 
all traffic over the VPN tunnel (i.e. the default route is set to tun0).

  This works fine when using wifi as the underlying network connection,
  but does not work when I use UMTS ("Mobile Broadband") as the
  underlying connection. (Both connections work fine for accessing the
  Internet without VPN.)

  The tunnel is established but no traffic is passed over it, because
  the routing table is wrong.

  Using OpenVPN over wifi, the routing table looks something like this
  after the VPN connection is established:

  # route -n
  Kernel IP routing table
  Destination     Gateway         Genmask         Flags Metric Ref    Use Iface
  0.0.0.0         10.1.1.53       0.0.0.0         UG    0      0        0 tun0
  [...]
  10.1.1.53       0.0.0.0         255.255.255.255 UH    0      0        0 tun0
  [...]
  172.16.250.0    0.0.0.0         255.255.255.0   U     2      0        0 wlan0
  192.0.2.115     172.16.250.254  255.255.255.255 UGH   0      0        0 wlan0
  169.254.0.0     0.0.0.0         255.255.0.0     U     1000   0        0 wlan0
  [...]

  As you can see, there is a host route to the VPN server (192.0.2.115), and a 
default route to the tunnel interface. Thus, everything works as expected.
  (I have redacted our internal routes that are pushed via OpenVPN and are also 
in the routing table, because they are not relevant for this problem.)

  Using Mobile Broadband, the routing table looks something like this
  (without VPN)

  # ifconfig hso0
  hso0      Link encap:UNSPEC  HWaddr 
00-00-00-00-00-00-00-00-00-00-00-00-00-00-00-00  
            inet addr:93.111.28.239  P-t-P:93.111.28.239  Mask:255.255.255.255
            UP POINTOPOINT RUNNING NOARP MULTICAST  MTU:1486  Metric:1
            RX packets:437 errors:0 dropped:0 overruns:0 frame:0
            TX packets:442 errors:0 dropped:0 overruns:0 carrier:0
            collisions:0 txqueuelen:10 
            RX bytes:46787 (46.7 KB)  TX bytes:95946 (95.9 KB)

  # route -n
  Kernel IP routing table
  Destination     Gateway         Genmask         Flags Metric Ref    Use Iface
  0.0.0.0         0.0.0.0         0.0.0.0         U     0      0        0 hso0
  169.254.0.0     0.0.0.0         255.255.0.0     U     1000   0        0 hso0

  After the VPN connection is established, it looks something like this:

  # route -n
  Kernel IP routing table
  Destination     Gateway         Genmask         Flags Metric Ref    Use Iface
  0.0.0.0         10.222.193.53   0.0.0.0         UG    0      0        0 tun0
  [...]
  10.222.193.53   0.0.0.0         255.255.255.255 UH    0      0        0 tun0
  169.254.0.0     0.0.0.0         255.255.0.0     U     1000   0        0 hso0
  [...]

  There is a default route to the tunnel interface, but no host route to
  the VPN server. Therefor, the VPN-encapsulated datagrams are sent to
  the VPN interface once again, which clearly is not right.

  Why does Network Manager not add the host route like it does when
  connected over wifi? Is it because hso0 is a P-t-P link?

  To work around this, I currently run

  # ip route add 192.0.2.115/32 dev hso0

  which solves the problem, but it's annoying to have to do this by hand
  every time.

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