This is a little bit as expected as whole outgoing traffic is routed to the VPN interface. Means, incoming request are received from the local network interface, but the answer is end back using VPN tunnel. This way the client is not able to get thinks together, hence the particular service is not reachable. Yeah, it’s quite a high-level explanation and might not 100% correct technically but its hopefully understandable 
Theoretically you would need to exclude traffic from VPN interface. Have a look to our forum. There should be similar requet.