You can easily add them by following the instructions on their site.
On immutable fedora it can be done via
curl -o - https://repository.mullvad.net/rpm/stable/mullvad.repo | sudo tee /etc/yum.repos.d/mullvad.repo
rpm-ostree uninstall mullvad-vpn --install mullvad-vpn
# after reboot, if not working
sudo systemctl start mullvad-daemon
I’m assuming VPNs are not really suited to be run as flatpak apps because of system permissions? And it probably won’t work from inside Distrobox/Toolbox container either.
It is possible, but without access to elevated permissions I gather it would be basically useless for anything other than per app redirection.