ASUS RT-AC86U + OpenVPN + PIA

Hi!
I just bought an ASUS RT-AC86U which supports OpenVPN.

I've been trying to set up the OpenVPN client connection by logging into the router, selecting "VPN" -> "VPN Client" -> "Add profile" -> "OpenVPN" -> then adding username and password to my PIA account and uploading a configuration file from here:
https://helpdesk.privateinternetaccess.com/hc/en-us/articles/218984968-What-is-the-difference-between-the-OpenVPN-config-files-on-your-website-

However, when I click "Activate" it just keeps trying to connect without being able to establish a connection.

What am I doing wrong?

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