It’s copy and pasting 5 lines into the terminal and hitting enter. It’s not that hard. If it’s not worth the 15 seconds of ‘work’ you probably don’t need the software that badly.
And it’s not the default. Usually you shouldn’t add random software sources and download software from some websites. Your Linux package manager should be the source for software. (Software Manager / Store / Synaptics, … whatever Ubuntu calls it) It installs software with one or two clicks with the mouse, the software there is tested and tied into the rest of the systems and tens of thousands of packages are available. No malware guaranteed, and updates are handled automatically.
And with other Operating systems it’s also ridiculous: You need to find the website of some software, avoid malware and copycats that advertise similar software with ads, click download, click ‘yes’ I accept a download with a harmful extension. Then you need to open the file manager and double click on it. Then a window opens and you need to click ‘next’. Accept the terms. Give permission to install and maybe remove a few ticks and choose a location. I’d say it’s about the same amount of work and the downside is it doesn’t necessarily handle updates and security fixes.
I think Ubuntu doesn’t have Mullvad available in their own repository. I took another approach and imported their settings/profile into the VPN/network manager that is available per default on many Linux distributions. No install required at all. But importing the settings isn’t easier, so YMMV here. And I think you have to create a profile for each and every country/endpoint which is a bit cumbersome, depending on what you’re trying to do with the VPN.