Have you looked into their privacy/data collection policies?
Generally prefer local solutions but gave up on Pi-hole some time back after recurring issues. Currently using client-specific adguard; however the centralized management with nextdns is enticing.
In addition to source/topic customization that others have already mentioned; it would be nice to be able to ask follow up questions on a news story that one would like to know more.
After installing UTM, did your Mac experience a noticeable slow down, even when no VMs are running? It was frustrating enough for me to uninstall it altogether.
Been using Mullvad for over 6 months now. Really like it.
I wish they offer a way to whitelist streaming apps on iphone or atleast make a widget to make it easy to turn VPN on and off.