That’s for accessing the website, not for sending your traffic via TOR to Mullvad. I don’t think they have a built-in way to send traffic to them via TOR without going through an exit node.
So I can see the reasoning, though anyone who considers this: I've heard years ago that they're not sure whether VPN-in-Tor or vice versa improves or degrades the anonymity, there are apparently reasons for either way, please read up on it before you feel safe using whatever solution in a regime without freedom of speech or something