Maybe easier to setup because routers that support vpns come with nice-ish web uis.

That said, if you have a server (pc, pi, etc), setting up wireguard with wg-easy is mostly painless (comes with a nice web ui), so there is no reason to replace your router in this case!

Instead of replacing a router, I’d prefer buying a pi anyways.

Unless you want to route all outbound traffic through a vpn with zero config on devices, I can’t see why you’d replace a router.

Final note: most people prefer hosting a vpn on a server, even if their router supports it as far as I’m aware at least.