Here is the original text of the website
“Note that routers your Internet service provider gives you will generally not support VPN configurations. ”
They can know. You can simply ask the providers. I know from both Germany and Switzerland that providers deliberately limit the functionality of their routers. In my opinion, this is not necessarily in order to bully customers, but to minimise the need for support. If I can’t adjust much, not many errors can occur.
Regarding your question why VPN on the router. It enables certain basic functions of VPNs (ad blocker, malware/spyware protection and tracking prevention) to be brought to devices (Smart TV, games console, etc.) on which the VPN client cannot be installed. Ultimately, everyone has to decide for themselves whether and why they use a VPN privately. Personally, the protection of my data and identity, protection against malware, etc. and as little to no advertising as possible are important to me.