Not one more repository to add, sign, reload at each update. And can get compromised.
Not one more piece of software to run that may, or may not, run properly (looking at you ProtonVPN)
Just download the wireguard or openvpn configs to some desired exit points, load them into NetworkManager as described, and BINGO you have an integrated way of switching desired location, a visual icon in the taskbar confirming your status, and no extra hassle.
Did you know that qbittorrent can be told to only work if the VPN is on? There are places where it matters.
And to answer your question, no, that is not normal. If a piece of software isn’t available for your distribution, then consider finding another. Like, here, using NetworkManager to do the job!