Which methods should I connect a VPN, via that-vpn-app or through an VPN configuration on network manager linux?

I saw there are 2 available methods (that I know of and currently focusing on) to connect to a vpn. The first one is through their application based of that vpn provider. The others is by configuring VPN Connections > OpenVpn.

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I have searched on internet and found link1 and link2. Of course, method from link2 is easier and less complex than the method in link1, but this is not my main focus here. I can’t find anywhere explain pros and cons of these 2 methods or any page explain why should a user pick one method over the others.

To be more specific in comparison, I have narrowed some areas to focus on below. Feel free to add more if there are something I should know, but missed.

  1. Speed / overall performance of the connection
  2. Security –> The permission that the VPN has accessed to on user’s devices. I’m not sure if there is any major important thing to consider if compare between OSes. Feel free to add in the answer if you would like, but I current am focusing on linux.
  3. Others. Please explain.

By the way, I used the link of the same VPN provider to show that there are actually more than 1 method to connect to the same VPN provider and not just something that varies between each VPN provider.