Is this why openvpn client doesn't work from the command line on Ubuntu 15.04?

No. The reason is that you haven't read the commentary at the top of that very unit file, and you are calling a System 5 rc script directly. Do not call System 5 rc scripts directly, especially on a system where System 5 rc isn't used, such as Ubuntu version 15.

Calling them indirectly via the service command is wrong in the case of OpenVPN, too.

OpenVPN is a templatized service under systemd. The services are named openvpn@config.service. So you should be starting your /etc/openvpn/myvpn.conf instance with

systemctl start openvpn@myvpn.service

Further reading

• https://unix.stackexchange.com/a/206490/5132
• http://fedoraproject.org/wiki/Openvpn

Regarding the "openvpn@myvpn.service" part of your question, another example: I have an OpenVPN configuration file named /etc/openvpn/Germany.conf so I start the openvpn daemon with systemctl start openvpn@Germany.service. This is my default config, so it goes into /etc/default/openvpn.

In case my german gateway is down, I have another configuration file /etc/openvpn/Netherlands.conf and to use that I call systemctl start openvpn@Netherlands.service

Regarding the Restart setting, this probably goes into the [Service] section of /etc/systemd/system/multi-user.target.wants/openvpn.service though I haven't tested that myself.

Note: The above assumes that you use the Ubuntu package via apt-get install openvpn. I'm not sure what happens when you compile the stuff yourself? Also: Why would you do that?