It depends which is the official Windows OpenVPN client.
With the windows 10 VPN GUI it be using an old OpenVPN version (2.4.8) that does not recognise some options that only started in the 2.5.x and later series series.
https://community.ipfire.org/t/openvpn-client-config-changes-question/13337
If it is the OpenVPN Connect version then that client is based on the OpenVPN-3.x series which is very different from the OpenVPN Community 2.x series. It is their client intended for their commercial OpenVPN Server offering.
On that client OpenVPN decided not to include the libraries for the .p12 certificate bundle, so any .p12 cert bundle is not recognised and as of recently moved from deprecated to no longer being accepted at all.