The misinformation that 418 brings may be quite helpful if an unauthorized person temporarily gets in hold of your device and tries to access that admin panel.
How is that? Enabling VPN should require some knowledge still, so why would it help if an unauthorised person accessed your device?
Some setups are dead simple and require just 1 or 2 clicks to enable a VPN that was registered before, e.g. Tunnelblick on MacOS. The potential hacker who was explicitly told he has to enable a VPN may look for such an app on the compromised computer.