That works for a client or two. I'm already at ~20 and there will eventually be hundreds. Managing all that via random VMs and VPN solutions (I've had some require some smartphone app, and one time codes + pins just to connect to VPN) would just be sheer craziness if everyone was allowed their own VPN solution and network setup.
This way I never "forget to turn off the client VPN" and similar BS, and my client files don't get mixed up, etc.