So, that's definitely better than nothing, but your browser isn't the only thing -- though these days, it is a very important thing -- that talks to the Internet. If, for example, you're using a lemmy client to read this, I'd bet that it's good odds that it doesn't have SOCKS support.
Though I wouldn't be surprised if someone has made VPN software that intercepts connections and acts as a proxy SOCKS client, which would make it work more like a traditional VPN if you can reach a remote SOCKS server, though maybe with a performance hit.
googles
Yeah, okay, looks like stunnel can do this on Linux. So it's a thing.