I'm currently running into this exact issue. I've done quite a bit of testing and from what I've found it looks like traffic generated from the router itself won't utilize the VPN tunnel. I think this is a by-product of how the router handles the VPN and it's remote networks. If you check the route tables you'll notice there aren't any routes for your remote networks. Also, if you attempt to add a static route you'll find that the interface requires a gateway IP for all static entries, and requires the gateway to live in a localy connected network.
Hope you get an answer. I'll let you know if I find anything myself.