One way to further "secure" this would be to run the VPN client on a hardware router like pfSense (instead of directly on your laptop) and block all incoming connections on the vpn client tunnel interface?
A disadvantage of this method would be that the WIFI signal from your Laptop to the router is no longer secured by the Vpn...
"Processing in hardware", meaning application specific hardware acceleration, is a not a plus in security related things: it's not safer, and it doesn't exist in most boxes, and it's often impossible to field upgrade when bugs are found. It's done to speed things up/lower cost at large scale, but that's irrelevant for consumer/small office gear.
I agree and am a big fan of host firewalls and host intrusion prevention systems, however, they must of course cover the VPN tunnel in their scope. In many cases they do not.
Rarely addressed: VPN CLIENT ISOLATION.
The majority of us sit behind a NAT'd address range provided by our physical router, thus isolating our machines via a hardware router / firewall from our ISP. When you connect via a VPN, you are not automatically isolated from other client-peers on that VPN and must implicitly trust the VPN provider has properly configured client isolation. You can do testing, like firing up Wireshark and listening for broadcast traffic or simply by trying to nmap other hosts on the network, however, whatever you find could change with a configuration setting at any time.