It works for me.
Are you saying that the same setup works on other versions of macOS but not on Sierra, or have you only tried it on Sierra?
When you double-click the Tunnelblick application do you see the following dialog?
Does the dialog include the line "and install 1 Tunnelblick VPN Configurations? (Or whatever number of configurations you have in "auto-install".)
If not, does the 'auto-install folder" contain a non-empty ".tblk" configuration, and is the "auto-install" folder located in the same folder as the "Tunnelblick application that you are double-clicking?