Using an app allows you to use a custom protocol. Standard VPN protocols do a good job of protecting your information, but they don't even try to hide the fact

Using an app allows you to use a custom protocol. Standard VPN protocols do a good job of protecting your information, but they don't even try to hide the fact that you're using a VPN at all, so they're not suitable for a situation where you're trying to get around a system that tries to block them completely.