There's no good reason why a web browser would make its own network layer connection to support non-HTTP sessions. Session layer proxies have forever been how this is done.
How would you get a non-privileged executable to take control of full network?
While that's the most common way to run a VPN, it's not the only way. You use TUN/TAP devices because you want arbitrary programs to use them. In this case, you only want Opera to use the VPN connection. You don't need a TUN device for that.
This sounds perfect to me. A custom corporate wrapper for a web browser that lives in its own silo. Workers who are working from home for the day can use that app for work while keeping everything else like Spotify or YouTube or Netflix from going on a long roundabout trip through the VPN. Sounds perfect if you ask me.
(I ended up setting up a VM and routing everything through Tor, which worked but was complete overkill. It would be great if you could force an application (and all subprocess) to use a certain connection. Put a control in the titlebar/system menu that lets me select interfaces. Please, desktop developers, steal this idea!)
The term "proxy" immediately brings me back to the days of trying to bypass the high school content filters using sketchy foreign proxies…