Yep, as always, spinning up a vm of Linux is just so easy and plenty of ways to recover from a bad moment with snapshots and zfs, or easily restart from a fresh premade image. Also, since you can run the vpn on the host, you can make the vpn connection not have to be limited by the vm performance/limited resources and you don’t need to worry of there being a leak of information to the internet about your system or any identifiable info.