You are right, installing a fresh copy of VyOS 1.1.7 only has:
root@vyos:~# ls -al /usr/lib/openvpn total 23 drwxr-xr-x 2 root root 70 Feb 17 2016 . drwxr-xr-x 55 root root 9548 Feb 17 2016 .. -rw-r--r-- 1 root root 11520 Mar 9 2015 openvpn-auth-pam.so -rw-r--r-- 1 root root 10792 Mar 9 2015 openvpn-down-root.so