This seems to be a bug in network setups - surely it's highly desirable to be able to control which route traffic takes and whether fallback to a different connection occurs or not.
If you Google around, a lot of other people seem to have trouble with this as well--there are a lot of tutorials for how to setup iptables to block OpenVPN fallback on dd-wrt and Tomato, for example.
I'd love to be proved wrong though!
My experience is that when it merely loses the connection, Openvpn will try to reconnect, and in the meantime you have no internet. It won't fallback. But sometimes, when the problem is more serious, the openvpn daemon can quit and then it becomes dangerous.