Let $X$ be a complex analytic manifold and let $\mathcal{M}$ be an integrable connection on $X$, i.e. a $\mathcal{D}_X$-module which happens to be coherent as an $\mathcal{O}_X$-module. If $U$ is any open subset of $X$ then $\mathcal{M}_{|U}$ is an integrable connection on $U$.
Suppose that $\mathcal{M}$ is irreducible and $U$ is connected. Must $\mathcal{M}_{|U}$ also be irreducible?