No way to disable explicit-exit-notify on UDP connections
With UDP connections, NetworkManager-openvpn automatically passes the option --explicit-exit-notify to openvpn. Thus, when the client exits the server process is forcefully stopped and reconnecting is not possible.
This is different from openvpn's default behavior. So it should be possible to disable that option in the GUI.
I'd also recommended to add an option in the GUI to use an existing openvpn config file, passing its name with the --config option to openvpn. This would allow for more flexibility with openvpn parameters that NetworkManager-openvpn doesn't (yet) know about.