Let's be honest, there're 2 OSs on desktop that matter to VPN providers that provide "all-in-one app" - Windows and macOS. Both have easy to configure from your application.
On linux, well, you have to choose:
- use iptables style rules regardless of the backend
or
- use nftables style rules regardless of the backend.
So it's 3 firewalls that you have to think about.
On mobile, well, on mobile you're mostly at the mercy of the platform owner and generally can't do much. Hence, why connecting phone to "SoftAP/ether_g + VPN" device is better than a direct connection.
On linux, well, you have to choose:
- use iptables style rules regardless of the backend
or
- use nftables style rules regardless of the backend.
So it's 3 firewalls that you have to think about.
On mobile, well, on mobile you're mostly at the mercy of the platform owner and generally can't do much. Hence, why connecting phone to "SoftAP/ether_g + VPN" device is better than a direct connection.