Wireguard running directly on OW router or on a separate server... any security benifit?

I am currently running a RPi on my home network which connects to the WAN via a forwarded port. I am wondering if this setup is more secure than running wireguard directly on the OpenWRT router which is separate device. Doing so would allow me to retire the RPi server.

My goal with the VPN is simply to allow mobile clients to appear as though they are on from home IP/provide privacy.

Thanks for the discussion.

This is not about security, but performance:

Security is at the same level if you are using the same OpenWrt release.

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