It is not a “general” installation of OpenVPN that the user is supposed to use directly. It’s simply a supporting module for one avast! feature - avast! SecureLine (i.e. part of avast! installation). So, it naturally doesn’t appear in Add/Remove program itself (just as every single DLL in avast! installation folder doesn’t show there).
You can go to Add/Remove programs, select avast! Antivirus, choose Change and Change - and then you can tell avast! to uninstall the feature(s) you don’t want.