In addition to ad blocking, VPN is becoming a very important feature for modern web browsers. With so many countries blocking websites and websites geoblocking users it becomes necessary to help users circumvent that to access a wide web. This is kind of the whole point of web browsers, give access to world wide web, not local web.
Interestingly, Opera trying to compete with other browsers makes it pursue users interests, while other browsers yet again don't see Opera as competition, ignore users and pursue megacorp interests instead.