It has been explained before but I don't think there is.
Hopefully someone more understanding of the tech behind this will correct me but in the meantime:
The architecture of the lan-play system is such that you setup your Switch to connect to a private network (*not* a VPN), broadcast over your wifi, and on which the connection to their router is done via a routing mechanism on a second machine (your PC) that pretends to be the real lan-server (that's the closest we get to the "V" in VPN). Your Switch doesn't have to do any more actual work in this respect, only the actual game's local play protocol needs to be considered (and that is done via protocol injection / "man in the middle" (mitm) ).
For the Switch to be able to do on this by its own, the first and foremost thing that would be needed would be that its wireless interface driver was able to host two IPs on two networks (which I already don't know if it's physically doable) so that it can connect to the real wifi for the actual internet access and to the private network at the same time; then it would have the ability to add routing tables that lead to itself, so your Switch can see "a different machine" (itself but on the other network) as the routing exit. And *then* it'd still have to have enough memory and CPU left to run the slp component itself that does the redirection.
Considering that things like Tesla menu overlays get very little leeway to work on the Switch, it's unlikely that all this would work.
OTOH, it's almost fire-and-forget to run the slp component on a Linux machine (there's a docker image for it), or on an Android phone (there's a package for F-Droid).