Convenience. I also don't mind it in the browser as it would not really add much complexity. Some lines of code at most? VPN's do not require complex client logic - they require actual servers that reroute the user traffic - that is the expensive part.

And for many non technical users that is very useful, if they can get that with a click. To get geoblocked content, etc.

Mozilla has done way worse things, much more distracting from their core mission - building a browser that people want to use and trust.