Just started looking into VPN services and I notice that they all require to a custom VPN client to be installed. Are there any reputable services that do not require your to install a client but simply allow you to set up a VPN connection natively on your os, be it Linux, Mac, windows, etc?
All VPN providers allow you to do what you want. No one forces a client they just provide it to make it more user friendly. It’s a lot easier to download a pretty looking client and have 40 servers listed there than to manually configure 40+ servers. The other thing is almost no operating system support OpenVPN built in but much rather the less secure PTPP (should never be used, is insecure and already hacked by the NSA) or L2TP/IPSEC which is still usable and safe per say but it’s not as good as OpenVPN (which a VPNs client is most probably using). You can configure L2TP in Windows as it is supported natively as well as in Android and Linux. Not sure about iOS or OS X.
I suggest you just install OpenVPN Client if you don’t want to use a Windows client and manually configure it using the .ovpn configuration files.
For the record almost no VPN provider has a client for Linux despite them all supporting the platform. Linux by far has the best integration of OpenVPN. I think some distributions will support OpenVPN out if the box but if not all you need to do is install the OpenVPN Network Manger GUI and then OpenVPN will integrate into Linux perfectly as if it was a native VPN protocols. The Ubuntu family works excellent using this approach and in just in general the Gnome Desktop environments in all distors has an excellent GUI for VPNs. If I recall correctly I think OpenSUSE supports OpenVPN out of the box, but it’s not hard to install on any distro. Though I have had problems getting the GUI to work with KDE.
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Yes, there is a free OpenVPN app for iOS also.
There are also good third party OpenVPN clients, like Viscosity for Mac and Windows.
Although the command line Linux client STILL wont accept .ovpn files and makes you rename them to .conf.
rage
Also, the last time I checked, the network-managers for ubuntu and mint do not support inline keys which were introduced as a feature many moons ago.
One exception was IPVanish. No OpenVPn support for Android 
That was the reason I got rid of them.
In my experience all the custom client use the same TAP driver that OpenVPN Connect uses
I use .ovpn all the time in command line. Works just fine.
As for the GUI yeah it’s true you must manually take out the keys from the .ovpn and make a separate key file. NordVPN has actually been pretty good at distributing the key files in addition to the .ovpn so it’s easy to use with Network manager. Haven’t dealt with any other VPNs that do that. Pretty much all of them try and make my life harder than it should be when using Linux.
Do you remember what the comment was about? and who made it?
It is basically weighing the customer care load of non-saavy Windows users (90%+ of customer base) dealing with 5 files vs mostly saavy Linux users (<1% of customer base) dealing with the file extension changes.
On the command line support for .ovpn, it depends on the distro. Mint and Ubuntu seem to still not work (as of the latest repo versions).