Openvpn client not connecting on linux

[mauzilla]

I'm using the Client Export to export my VPN users, works perfectly. The package contains the ovpn, pk12 and tls.key file - Config works on Windows, but when trying to run on Linux (in my case a centOS 7 server), I get the following error:

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2022-04-10 15:38:39 >> Connection, Client connecting
2022-04-10 15:38:39 Client DEBUG: OpenVPN core 3.git:HEAD:7765540e linux x86_64 64-bit
2022-04-10 15:38:39 Client DEBUG: Frame=512/2048/512 mssfix-ctrl=1250
2022-04-10 15:38:39 Client -- ERROR --: Connection failed: ssl_context_error: OpenSSLContext: CA not defined
2022-04-10 15:38:39 Client DEBUG: Connection failed: ssl_context_error: OpenSSLContext: CA not defined
Session closed

My config looks like this:

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dev tun
persist-tun
persist-key
cipher AES-128-CBC
auth SHA1
client
resolv-retry infinite
remote IP 1194 udp
lport 0
remote-cert-tls server
auth-user-pass
pkcs12 user.p12
tls-auth user-tls.key 1

I assume this may be because the client export is exporting config for Windows, hence the p12 file. Any ideas how to get this resolved?