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
I ask because to my knowledge, Flatpak applications don’t get access to the system interfaces that are needed to control VPN connections. There isn’t a portal for it to the best of my knowledge and the way that VPN connections are handled differ between distros.