I hear a lot of talk in the pfSense community about running a VPN from the pfSense instance, including whether to invest in hardware more suited for that as opposed to just any old SBC or basic computer (namely, whether the processor has hardware encryption). Does it actually provide that much more protection for your devices to connect to the VPN at the router level as opposed to the device level to make it worth the extra hardware requirements? What benefits does it give privacy wise, and how do you juggle switching from on-device VPN when you’re not connected to your main network and using the router’s VPN when you are?
For Privacy, I think it is almost the same. You could make an argument router may be more stable, less code, less services which offer more reliability.
The only thing I can think of currently is, on other devices, apps and software may be able to detect a VPN app running but then again most VPN IP are already detectable because they run on non-residential servers.
At the end of the day, it’s connecting to the same VPN.
It’s beneficial in a sense router counts as a single device. VPN providers usually have a device limit. So if you have multiple devices at home, and the VPN is setup on the router, it frees up slots for other devices when anyone is outside. And needs less configuration on all the other home devices including smart-home devices.