Built-in VPN client is included with Android that supports PPTP, L2TP/IPSec and IPSec protocols. Android 4.0 and later also support VPN apps. Instead of using built-in VPN, you might need a VPN app for the below reasons:
1) Configure the VPN using an enterprise mobility management (EMM) console.
2) Use VPN protocols that are not supported by built-in client.
3) Avoid complex configuration to connect to a VPN service.
3) Use a separate VPN for personal or business purpose.