That's the problem. Not all of them will implement tunneling their own traffic through SOCKS, and there's still other things like DNS that you might also want to go through the tunnel, but can't easily do so. A VPN sits at a lower layer, just looking like a regular network connection, so applications don't need to be aware.
Well, yeah, that's the problem (or the main advantage depending on your viewpoint). The post I was replying to mentioned how painful it is to avoid routing through VPN where it's not needed (although it's pretty easy to do on Linux with network namespaces, and IIRC policy routing, which I've never tried).
I just want to point out the simplest solution which for some reason doesn't seem to be very popular, although it covers most users' use-cases better than a VPN connection does (IMHO).
Don't know about other browsers, but Firefox is able to send DNS requests through socks, whether you're using DNS-over-HTTPS or not.
That's the problem. Not all of them will implement tunneling their own traffic through SOCKS, and there's still other things like DNS that you might also want to go through the tunnel, but can't easily do so. A VPN sits at a lower layer, just looking like a regular network connection, so applications don't need to be aware.