I deployed a VPN+PiHole on a micro ec2 instance for use from my iOS devices. Works great. First i installed pihole and configured, then used this https://github.com/jawj/IKEv2-setup to setup the vpn. Took about 30 mins. Works great!
Because AWS is going to have to answer to pissed off Enterprise customers if there was ever a story to come out that they're handling customer data inappropriately.
For me the value is more about having ad blocking at the dns level and the vpn is just a way to get that on iOS/Android devices where I don’t control dns servers. When out and about on 4G, pages load a lot faster with all the garbage blocked.