I think it's the same deal as search engines : people have been made too unaware of what is on their devices. Every service needs its own app or people will just not dare to "tinker".

A thought, as I don't know the answer, but a lot of these VPN providers provide access to VPN exit nodes in multiple countries. So the VPN app could provide an interface to choose the exit node. And of cause other functionality like reminding you that you need to pay.

They usually offer functionality thats not built in such as kill switches and split tunneling iirc