It sounds like the server is redirecting the gateway, it is one of the configuration options. If you disable this behavior, a route will be added but the gateway would stay the same. In same cases this is preferable, it's really up to how you're using it.
Generally, with the gateway redirected, all traffic would pass through the VPN once connected. The alternative is only traffic to hosts on the VPN passing through the VPN. (I'll admit it's been a while since I've configured OpenVPN)