It's fairly common actually, at least around 12,860,698 devices have their SSH open to the public (http://www.shodanhq.com/?q=port:22).

The difference is that exposing OpenVPN code allows you to separate remote access from your production services, both reducing the total attack surface and providing defense-in-depth.

On top of which, OpenVPN has actually had fewer security vulnerabilities released than OpenSSH, and HMAC validation enormously restricts the surface area of exposed code as compared to OpenSSH.