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?
It has no impact privacy wise : it’s just less work and it allow to route device trough the vpn that wouldn’t otherwise. And it’s not always about privacy some setup relies on VPN to connect remote resource.
Honestly I don’t see the point to vpn my whole network trough a third party but everyone lives different situation.