That is because OpenVPN only sets a route for the subnet of the interface from which it's connecting. Everything else is routed inside the VPN, and so are the connections from 192.168.2.0/24. What you need to do is add a custom route, either via Preferences > Routes or via the route directive in Preferences > OpenVPN directives.
The directive would be:
route 192.168.2.0 255.255.255.0 net_gateway
In Routes you'd set:
IP/Host/Range: 192.168.4.0/24
When connected: Outside tunnel
Notes: [optional]
Be advised: If you set the option to use Hummingbird in Preferences > Advanced, the directive won't work. In this case try using the setting in Routes.