Mullvad has Deb and RPM repositories now!

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