Any more innovation on using a VPN on a router?

Why are you conflating less feature rich to inferior privacy/security? You still get that encrypted tunnel for what VPNs provide. If you want the bells and whistles, the apps have always been the way to go. Privacy is the same as on the app as it is if set up on the router. I don’t think you should consider additional GUI features as an improvement on the same because it’s just a feature. The core tech of what a VPN is still provided at equivalent quality (encrypted tunnel) if using the app or on the router. Some of those additional features are just better obfuscation methods to get connected in highly restrictive regions. But generally speaking, I see them as the same.