The official servers allow the passage of any IPv4 protocol, whereas the SSH connection of private servers allows only the passage of TCP, UDP will only be possible on private servers if the server is running any UDP Gateway such as badvpn-udpgw, without the connection UDP, you will not be able to play some games online or access some services.
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The official servers also allow you to communicate with other users connected to the same server through the generated IP, your IP will be accessible by other users and you will also be able to access other users, by default this is disabled to avoid security problems.
