Openvpn3 client failed calling D-Bus method Connect on Debian buster
It happens that latest releases of openvpn3 are tricky, and the best solution was to downgrade version. Nothing more to do, and wait till a non buggy release is deployed.
As I stated in my question, a teammate, Windows user had the same issue.
So, the problem is code being released without proper testing, hence, do not ever trust latest updates from openvpn!
Adding to @digitai answer for those looking to for the downgrade command you can run this. Tested on ubuntu 20.04.
Pre-requisite: your updated openvpn3 client application must not be uninstalled.
sudo apt install openvpn3=13~beta-1+focal