There are four main limitations with VPN routers. The first is that the manual configuration process is far trickier than simply installing an app and has the potential to brick your router if done incorrectly.
Additionally, because only your home network’s traffic is encrypted, you won’t have the same level of privacy when browsing away from home. Conversely, if each of your devices has the VPN app installed, you’d be protected regardless of which network you were using.
Changing location in a VPN app is as simple as selecting your desired server from a list. If your VPN is only installed on your router, though, you’ll have to download the configuration file for each server you’d like to use, then manually go into your router’s settings panel and tell it to use the appropriate one for a given situation.
Finally, all devices on your network are locked to the same location. In other words, if your router is sending data through a US server, no device on your network could access UK-only services like BBC iPlayer.