What are the advantages of this setup rather than reverse proxying right where your jellyfin is?

Traditional reverse proxies require a public IP and open firewall ports. Pangolin uses a tunneled reverse proxy to expose resources behind restrictive firewalls without those requirements.

A single Pangolin server can tunnel to multiple remote networks, centralizing apps from different locations into one place. It also includes VPN clients and handles NAT traversal as an alternative to traditional VPNs for direct connections.