People don't always have full control of their devices - I can't install arbitrary software on my work machine, for example, so a VPN back to my house isn't possible without a tool like this. This applies for appliances (eg, media streamer) where you can't install a VPN but want to access content from your home network.

There's other reasons too, such as not having to configure arbitrary wifi connections on your devices, as well as making sure there's zero traffic outside the VPN (eg, during the initial few seconds before an on-device VPN connects).

It would, but installing random vpn software on IT controlled hardware is a very much against policy

I also have to remember to turn the VPN on before I connect to the wifi, but only some wifis

Sure they are minor inconveniences, but configuring a device once and being confident I haven’t skipped a step or made a mistake and my network connection is secure - that’s a big deal for me.

I suppose if you've got a number of devices (phone, laptop, tablet), it's easier to enter Wi-Fi details and agree to any captive portal stuff once rather than three times.

Yeah I'm confused