Honestly, homelabs are overkill in almost every situation, but they can be a fun learning environment. It gives you hands-on experience, and running everything in a Synology NAS isn’t usually reflective of how you might encounter things in practice.
This depends what you want to homelab, too.
If you want to meddle with apps, running Docker containers on a Synology NAS could be fine. Make sure you buy a NAS with expandable ram just in case.
If you want to meddle with storing data then Synology is fine. It’s easy to use and did its job reliably. I only went from running a Synology NAS to a beefy server NAS running TrueNAS because I wanted to build a much larger NAS and I wanted to use iSCSI for disk volumes for my Kubernetes cluster. But my Synology was fine for various complex needs for like 4 years.
If you want a small but practical homelab on the cheap, grab a Synology NAS and an intel NUC or two to start out. You can make it insanely far with just that.
I try to keep my router and NAS clutter-free as far as software goes. Each additional service you run, especially that listens to requests from clients you can’t control, could open you to a vulnerability that might give system access.
I run a reverse proxy on a dedicated Pi and have firewall rules on the Pi to only allow outgoing connections to the hosts I’m proxying to.
Maybe I’m paranoid but I’m sure there are lots of good and bad eyes looking at Nginx’s code.