In Tailscale you can set up an exit node which lets you access the entire internet via its internet connection.

You could set up an exit node that would let you access the internet via some (anonymizing) VPN providers like Mullvad or any other.

This sounds like Tailscale is simply setting up this exit node for Mullvad on their side and providing it as a service. So it’s not like using another VPN anonymizers is impossible, it’s just convenient to use Mullvad.