You don't need to configure port forwarding for this. You only need the wan rule to open the port on the wan address.
What is happening is the port forward rule is taking the incoming openvpn traffic and forwarding it to the pfsense lan address, but openvpn is listening on the wan address. Because it's on the wan address you don't need to forward the traffic, just open the port on the wan interface.
Can you post your server and client configuration too?