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Their app has all of their various points of presence pre-populated. If you use your favorite OpenVPN program to connect you would need to get a couple dozen configs imported.

It also tries to find the fastest connection for you, which is useful when traveling.

Because Tunnelblick isn't the greatest UX?

NetworkManager is OK.

I recommend Viscosity.

Viscosity is great on macOS. (http://www.sparklabs.com/viscosity/) never tried it on Windows.

It gets you an "automatic" option for which endpoint to use, other than that I can't think of anything.

Some people like the kill switch. I just think remote port is easier to setup.

I sometimes use the app. Mainly use the builtin client of the OS.