A VPN can enable you to connect two sites together over the internet so that they appear to be the same network. This is really useful, especially now that bandwidth is less of an issue so sharing data between sites becomes so much easier.
People are also working from home so much more than in the past, a secure connection to the office services, or maybe the VOIP phone system are now essential, PF sense can facilitate this, and can be very fast, especially with the emergence of new VPN technology such as wireguard.