The reason is our virtualization system OpenVZ, which uses special high performance "venet" virtual networking device for traffic passing to and from virtual server.# ip route show
default dev venet0 scope link
Inside the virtual server the default route is to send all traffic to the special device instead of default gateway IP address.
While network-related software like OpenVPN, Softether or similar should work out of the box, use "device" based custom routing instead of default gateway when needed.