By using VPN, it basically makes it look like you have hopped into a different location - Japan for example. Why would anyone want that? Perhaps there are bank services or TV content which are restricted to locals. Another popular reason is for privacy. It's best to subscribe to a good VPN service if you are concerned about speed, not all of them are equal.
Your router has a unique feature called VPN Fusion, this allows you to pick the clients which will use VPN. This means other clients/devices are not affected at all.

This is especially useful if you wish to have VPN on devices with limited software capabilities, such Apply/Google TV. You can't set up VPN on the devices so you do it from the router. The questions is: Do you like Japanese soap opera?
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FPS, Racing & VR Gamer / Tech Enthusiast / ROG Admin