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
Still waiting for cross distro support with flatpak
It is a bit hard to do, because they have systemd services, early boot blocking and all that. Not possible with Flatpak so they dont waste Time.