Any more innovation on using a VPN on a router?

It seems like Mullvad, Proton, IVPN, Obscura, and many others are working on beefing up their apps, which is great, don’t get me wrong. However, most of these features are not usable on a router. I can only import the WireGuard configuration file. Is there a limit to what can be done to enhance the privacy and security of using these VPNs at the router level? Would you guys agree that using these VPNs at the router level may be less feature-rich and potentially less private and secure at the router level?