just buy stuff you can put your own firmware/os on because it's either just the worst security in the world (aka anything not from china) or, well... china.
and while i currently don't hate china as much as i do US rn (because canadian; sorry) i can also say -- due to being an aforementioned leaflandian -- that due to very personal experience i have zero faith in anything from china that has the ability to connect to any type of network :')
And so yeah at this point if I can't at the very least get a whatever-wrt firmware (preferably a proper linux distro nowadays; not to say the *-wrt firmwares aren't a real OS but, y'know) on the device i just avoid them entirely since, well... it's all i can do at this point because even if there were baked in hardware-based backdoors i as an individual can't do much more than that.
That sounds horrible. I got an old PI4, would it make for a decent router, if at all possible?
It's not quite ideal hardware due to only having a single NIC, but you can slap a USB NIC on it and make it work, if that's what's handy.
Old thin clients are typically in the same hardware class, and probably cheaper by the time you add the exploding MSRP of a Pi, and a PSU, and a case and heatsink, and maybe some storage that doesn't suck ass. But if you already own the Pi, yeah, go for it.