If Mullvad is not available as a Snap or Flatpak (2 ways of installing self-sufficient auto-updateable packages without dependencies on other packages) then youre probably stuck with either adding this 3rd party repository (something which isn't always recommendable either) which gives you automatic updates or using a .deb installation file like you would probably prefer and then manually retrieving updates when needed.

Anyways, others have told you as much already anyways. What I'd like to add is that it is definitely worth it to learn to work the terminal. I get that there are many people looking for an alternative to Windows or just an open approach to computing in general without looking for added complexity. Who wants complexity right? Whether such an experience exists in the Linux world is probably subjective. Ubuntu has definitely been a safe bet for the flattest learning curve required since its inception in 2004. But its still a niche thing that won't experience user-friendly support from everyone (ie Mullvad).

So one could conclude that in order to truly be "free" (as in Free Software freedom) one needs to claim that freedom. You will fuck things up. You will learn from your mistakes. You will regroup and you will grow as a user and dare I say PC-curious person.