this behavior should change when you apply capability vrf-lite command under the OSPF (VRF) process.
As per documentation, this command suppresses PE-specific checks (DN-bit and VPN-Tag); however, there is no PE/MPLS involved here so the real reason why R3 does not install the routes is hidden behind the following line:
"Note: The OSPF VRF process acts as an Area Border Router (ABR) when you configure
an OSPF process that is associated with a VRF without the capability vrf-lite."
show ip ospf
Connected to MPLS VPN Superbackbone, VRF TEST
It is an area border router
R3 is a non-Backbone Internal Router but the default behavior of the OSPF process associated with a VRF makes it act as an ABR with a partitioned Area 0.
An ABR has to perform Inter-Area loop prevention checks. From RFC 2328 16.2:
If the router has active attachments to multiple areas, only backbone summary-LSAs are examined.
In theory, the partioned backbone area could be repaired by a virtual link, but this makes of course no sense at all.
So the solution for such scenarios is to stop the internal routers acting as ABRs, which can be acomplished with the capability vrf-lite command.
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