Someone answered above - it works even if you have no router you can configure, using NAT busting. I do what you suggest though, just setting up wireguard directly on my OPNSense router. I don't want to get any private company involved in my VPN setup.
It's also great to be able to just ssh into your laptop at home when you're at work and you forgot to push whatever you were working on last night.
It's not necessary, but Tailscale makes a lot of things just easier.