Only a hardware firewall would do this. If it’s software, like implied in your post, no traffic is filtered and all connections are accepted.

Talking abut netfilter, since it manages also the forwardning, it for some strange reason it should crash, NO IP traffic is flowing

VPN is the least amount of work for the most secure setup. There’s nothing to even argue, its superior in every way.

If there’s nothing to even argue, then I say goodby to you since I’m here to discuss. All the best!