For me a similar tasks should be handled by the same device. Network routing and VPN are similar things for me, therefor they are handled by the router.

It also handles VPN connections to other remote locations. So again same things in the same device.

Another benefit (which you can also have on the Server with some additional effort): the router boots up without interaction after a power outage. The Server does not. Them I can connect and unlock (LUKS password) the servers.