Let's start with the fact that any router is a "mini-computer" that has its own operating system. But all of them internally process VPN protocols at the software level. Different manufacturers implement the software part in different ways. For example, the OS in Teltonika routers is based on OpenWRT and is open source. The functionality of this OS can be changed by a set of packages. For many other manufacturers, OS and firmware are closed and you cannot change the set of functions - you cannot install packages. Accordingly, you cannot update the VPN protocol package separately from the firmware. Therefore, to say that in your example VPN is built-in, but not in Teltonika is at least not correct. In fact, all devices of this type are called - Hardware VPN, and all VPN applications for computer OS (Linux, Win, MacOS) are called software.
In terms of settings and connection, routers from other vendors will be similar. It is impossible to connect the device to the network and get a working VPN without setting it up. At a minimum, a device can be both a client and a server, there can be any addressing in the network, and one should not forget about unique encryption and / or authorization keys. Or the device will simply be preconfigured to connect to a specific service. Like for example RMS in Teltonika routers - turned on the device, connected the Internet, clicked Connect and the VPN works.
With all this I want to say that a PnP device for a private VPN does not exist. there is no "standard" use case.
I apologize if I wrote too much.
Best regards, Anton