So is Boost and Sync but that doesn’t stop some people. In my experience, the dev is receptive and on it with updates. The app can pull from local device and self hosted instances for music streaming. And the privacy policy looks sound.
Ultimately, doesnt matter now if OP has made a choice already, but i thought I’d still mention a good project. Take from it what you will :)
If you can get to the play store on grapheneos, check out symphonium. It is a paid app, but it does have a few days as a trial and the dev is pretty much on top of it when it comes to features and bugs.
I installed Bazzite last night, coming from nobara with a random resource pinning issue that locked up the OS. So far so good though. Still trying to figure out how to ger games to run on linux though, so far i have only gotten Baldurs Gate 3 to run, but theoretically, most of my game library should work
AFAIK, most distros will also have a package manager/software center where you install flatpaks (or snaps if you are on ubuntu). Think of flatpaks akin to mobile apps where everything needed is all together in one package. Not all apps will be flatpaked though, and VPNs tend to be nearly always direct binaries due to needing some higher level permissions than what flatpaks will allow.
Essentially, what im saying is no, not all apps need to be manually installed, but some might need to for one reason or another. And sometimes, knowing a little about how some of these apps are installed might actually help you understand linux a little more (it has in my case)