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
Where snap?
In the trash where it belongs
A snap could actually be possible. I am happy they dont focus on that, but Ubuntu can even run cups as a snap, their Ubuntu Core is pretty cool. It sucks that their store is proprietary, but you could write your own installer, fetching .snap packages from any repo and installing them locally