The appliance is acting as designed.
Locally and centrally managed SMB appliances do not support internal certificate administration. Hence, the appliance will always present its own VPN certificate, even if other certificates were installed on it with their trusted CAs.
You can verify the internal certificate from the WebUI, Device -> Certificates (Internal Certificate). This page shows two certificates: Internal CA Certificate and Internal VPN Certificate.
This solution has been verified for the specific scenario, described by the combination of Product, Version and Symptoms. It may not work in other scenarios.