FWIW…
I don't have that router, so I can't be definitive. But I did download the manual to see if it might provide a clue. However (and I just love this about ASUS, I see it all the time), it doesn't even mention the word openvpn, AT ALL. Neither client nor server. But I do see an image of the main menu where there's a tab for VPN. But that might only be for the OpenVPN server.
Regardless, in all the years I've been dealing w/ consumer-grade routers, I can't recall even one that supported PBR (policy based routing) w/ the OpenVPN client. And probably because it adds more complexity than the manufacturer wants to support. PBR has to be one of the most common motivators in driving users to third-party firmware. And even if by chance it was supported in the oem/stock firmware, you can bet it wouldn't be nearly as powerful and feature-rich as Merlin.
But as I said, I don't have the router, so that's just my best guess. But based on experience, I'd say the chances are very unlikely. But perhaps someone will happen along who can be more definitive.