If you want to permanently disable, you can SSH into the WDMyCloud and remove the execute bits on the openvpn binary.
This way it can NEVER run even if selected as ENABLED in the GUI:
chmod 444 /usr/sbin/openvpn
To restore back to orginal:
chmod 755 /usr/sbin/openvpn
NOTE: any firmware update will restore the execute bits, you must RE DO the chmod 444 after any upgrade!!!!