A lot of it is convenience. An app lets people pick multiple destinations without worrying about config or hopping connections, whereas doing it totally manually you'll have to configure and connect/disconnect each endpoint yourself.

A good example is AzireVPN. They let you grab Wireguard config files directly and just connect on your own terms (up to 5 active connections per account, but eh), and they have an app if you prefer.

They did recently get bought out by some fucking shithole company, so I do not know if I even should mention them by name, but it does exemplify the issue you're asking about.