The biggest advantage is easier configuration. You can set the DNS on the router, and then all computers on your network (including Xboxes, iPads etc.) and wor

The biggest advantage is easier configuration. You can set the DNS on the router, and then all computers on your network (including Xboxes, iPads etc.) and work with it. It also seems like it would be a bit faster not having to do a VPN. In short, changing DNS settings is usually a lot easier than setting up a VPN connection.