OpenVPN-GUI has been bundled with OpenVPN installers for a long time, so there is rarely a need to install it separately. Bleeding-edge versions of OpenVPN-GUI are available in OpenVPN snapshot ...
"Are you running the GUI with admin privileges (using run-as, for example?) -- if yes, do not do that." - no we are certainly not doing that. At the moment we have the issue that we had to return the ...