This is a know issue with 16.04!! And there are currently no workaround! Ubuntu broke the network-manager-openvpn, if you updated from 15.10 with that working you should be fine but you will not be able to import ovpn conf's files.
I found this out the worse way, brand new laptop install with 16.04, put it like the way I wanted, them tried VPN, and manage to import ovpn conf's files by separating the cert's & keys from the conf, it imported fine, but when connecting with would scream some stupid error, I submitted the error and found that many, many others had the same problem.
Still you can use command line, there it works just fine!
https://bugs.launchpad.net/ubuntu/+sour ... er-openvpn
-- > The bug is currently HIGH on the list since it's affecting everyone that upgraded to 16.04