VPN into your home lab isn't about privacy, it's more about reducing your exposed services to the public internet.
If you have only the ports needed to VPN back into your network, then the rest is hidden behind your router. You only need to fully secure one thing, instead of having to ensure that everything is 100% patched.
It's not the only thing you should be doing, but it does help reduce the probability of a breach.
They also typo'd 16 "MB" of ram for the recommended specs for Windows.