May be related to @ekim‘s experience:
After a few notification mails with the same error I suddenly received one with a “restart needed” and packages installed.
I presume it worked now, the Turris team probably changed something as I did nothing.
I’ll check at the end of my working day.
Thanks @protree!
In my case the configuration was created correctly. The issue was, that the openvpn service was not started and moreover not configured to start with the system. I fixed that using LUCI.
Update installed correctly now!
Thanks team I presume 
You’re too fast. 
That’s for the upcoming release, and it doesn’t belong to this thread. We’ll inform you and others, once we release it to RC.