While Opera may still be a very small percentage of our clients choice for browser – they have set a pretty solid bar.
VPN proxies and tunneling isn’t anything new, some services are even free. Although, performance on the free options tends to be dial-up quality at best.
Having a VPN option native with a browser is pretty big in terms of privacy.
Source: Opera just added a free VPN to its browser for anonymous internet access | The Verge