Mullvad (and every other decent VPN) supports WireGuard and OpenVPN configurations that will be supported on any distro through the network settings without the need for additional software. It’s also pretty likely the mullvad client will be in the software center of whatever distro you’re using
Because until you spend many hours getting used to it, it’s annoying as hell. I’m a longtime bash user, but if I have to do anything in PowerShell, it sucks. Bash is even less friendly to novice/casual users due to tools like awk and sed being totally obtuse. When you’re unfamiliar with the workflow, not being to see everything you’re able to do at a glance is pretty frustrating.