Azure Virtual Gateway not using Route table

In Azure, I have set up a virtual network and a gateway which is connected to an on-premise gateway. I have also set up a VM running OpenVPN Access Server. I have added a user-defined route to route traffic to the OpenVPN access server. Still, traffic from the on-premise gateway does not reach the openvpn access server.

Network diagram

I need to reach the OpenVPN client from the IPSec client, but I can’t. I’ve used tcpdump on the OpenVPN server and I cannot see any traffic reaching it when trying to ping the OpenVPN client from the IPSec client.

IPSec client -> OpenVPN server = OK
IPSec client -> Azure VM = OK
IPSec client -> OpenVPN client = NOT WORKING
Azure VM -> OpenVPN client = OK
Azure VM -> IPSec client = OK

It seems to me like the Azure Virtual Gateway is not using the route table and the user-defined route, but the Azure VM does. Is there a reason why the azure gateway does not use the user-defined route?

The Azure Virtual Gateway is basic SKU.