I would (and do) place more trust in a battle-hardened VPN than a router web interface that's designed for local access.
Additionally, Wireguard (to pick a favourite) listens for connections on a specific port, and only opens a tunnel if it's presented with the correct string, otherwise it's completely silent, an attacker wouldn't even know it was there. These routers are presenting a full web server and the web UI to an attacker.