I was thinking the VPN server was on the Router.
Now I understand you are connecting to a external VPN server with the router as the client.
Normally that would be used to connect to another site owned by the same company, but in your case the VPN is to the Internet!
You are correct that you have identified a security problem with your use of the client VPN.  I suspect that not only is the router's web page open to the Internet, but also any service the router is providing to the internal network like the FTP server if you have it enabled, the Samba share, etc.
I would suggest that you put the rule you were testing without the destination part in to the chain INPUT after the RELATED,ESTABLISHED rule.
iptables -I INPUT xx -i tap11 -j DROP
where xx is the number where you want the rule inserted.
		
		
	 
Thank you coldwizard, at least now I'm I have an issue. By the way a lot of VPN service advise to set asus merlin openvpn client this way, see for instance 
https://support.hidemyass.com/hc/en...AsusWRT-OpenVPN-Client-Setup-Merlin-firmware-
 so in case they are not firewalling at their isp level this could be a common security problem.
Now I tried the rule you suggest inserting in as you said it seems it does not work as expected as   I still have the problem. Here is what I get for INPUT and FORWARD  Chains when I do an iptables -L -v
Chain INPUT (policy ACCEPT 0 packets, 0 bytes)
 pkts bytes target  prot opt in  out  source  destination   
  65  7321 ACCEPT  all  --  tap11  any  anywhere  anywhere   
  0  0 DROP  udp  --  any  any  anywhere  anywhere  udp dpt:9999
  0  0 DROP  all  --  any  any  anywhere  anywhere  state INVALID
  719  376K ACCEPT  all  --  any  any  anywhere  anywhere  state RELATED,ESTABLISHED
  0  0 DROP  all  --  tap11  any  anywhere  anywhere   
  17  3417 ACCEPT  all  --  lo  any  anywhere  anywhere  state NEW
  260 36319 ACCEPT  all  --  br0  any  anywhere  anywhere  state NEW
  0  0 ACCEPT  udp  --  any  any  anywhere  anywhere  udp spt:bootps dpt:bootpc
  78  8190 DROP  all  --  any  any  anywhere  anywhere   
Chain FORWARD (policy DROP 0 packets, 0 bytes)
 pkts bytes target  prot opt in  out  source  destination   
  6  418 DROP  all  --  br0  eth0  anywhere  anywhere   
  331  302K ACCEPT  all  --  tap11  any  anywhere  anywhere   
  224 24671 ACCEPT  all  --  any  any  anywhere  anywhere  state RELATED,ESTABLISHED
  0  0 DROP  all  --  !br0  eth0  anywhere  anywhere   
  0  0 DROP  all  --  any  any  anywhere  anywhere  state INVALID
  0  0 ACCEPT  all  --  br0  br0  anywhere  anywhere   
  0  0 DROP  icmp --  eth0  any  anywhere  anywhere   
  0  0 ACCEPT  all  --  any  any  anywhere  anywhere  ctstate DNAT
  17  1045 ACCEPT  all  --  br0  any  anywhere  anywhere