They made a smart call that has probably increased the long term privacy of their users.

People were using port forwarding to host illegal shit, and governments were getting pissed off about it. Mullvad has been able to prove in court that they don't keep logs, but that's not a perfect deterrent; a properly motivated government, perhaps if somebody is using Mullvad to host CSAM, might attempt to legally force Mullvad to put logging in and add anti-canary clauses.

Preventing port forwarding keeps customers as consumers rather than hosters, and avoids this issue.