Because, what was safe a year or so ago is no longer safe. Many of us relied on remote access programs such as PC Anywhere, Remote Admin and even Remote Desktop to connect to our computers while on the road. However, unless we have a strong username, and an even stronger password it might not be enough as the hackers know all the tricks and looking for the easy ins.
Having a VPN, usually proprietary to the MFG, coupled with strong UN/PW provides a much greater firewall against the ‘hacker’. A VPN connection not only requires a VPN sharedkey password, it requires the users UN & PW. However, the drawback to that is if your computer or laptop is stolen, then it becomes imperative to change the Shared Key immediately. The VPN also provides encryption of the data through the tunnel so if by some means the stream of data is compromised, your data is fully encrypted.
Another form of VPN, which eliminates the need for a VPN client being installed on a desktop or laptop is the SSL VPN. The SSL, short for Secure Socket Layer, is the same protection that is utilized in e-commerce and financial transactions on the web. As you hopefully know, https (vs http) is what you see (URL) when on an SSL connection. Basically it means that a secure connection (Shared Key) has been made and all traffic is encrypted. An SSL VPN connection allows the client to use any computer with web access (Internet Browser) to make a VPN connection via SSL.
Another advantage of either VPN method, is that it allow you to further secure your firewall by sealing an open port. And the less ports open, the better your odds of someone hacking in.