I have not used OpenVPN but have a couple of thoughts:
NetworkManager changed the way it works when it jumped from version 0.8.x to 0.9.x, including no longer using the KDE Wallet if I understand correctly (see e.g. Ifnet updates for NetworkManager 0.9
). I wonder if that is the reason you are no longer seeing a padlock?
Also, I noticed a KDE code change made on 27.11.11 by the KDE developer responsible for the KDE NetworkManagement widget: "Disabling connected notification by default since now VPN connections can use system tray icon to indicate the connection activation succeeded." (see Comment 4 - Bug 268021 - Not shown any info regarding VPN connection establishment
). I wonder if that could be the reason you are no longer seeing the padlock?