[joshrivers]

The built-in VPN clients support old broken insecure protocols (PPTP) and expensive, hard to implement and hard to deploy protocols (IPSEC-LLTP), whereas public vpn providers tend to use simple, secure, easy(er) OpenVPN for the bulk of their connections. So you need a addon client to use them for their best features.

[MBCook]

Thanks. I've only ever used VPNs to access corporate networks. I'm not going to pretend to be knowledgeable in this area.