Why some VPN providers requires open ports?

I'm using a paid vpn service (anonymizer) that requires me to do this to my
firewall

Enable VPN Passthrough.
Enable L2TP/IPSec connections.
Allow incoming and outgoing UDP traffic on ports 500, 4500, 1701, and 1702.

Then I found another vpn provider (strongvpn) that says their service
requires no open ports. I have not tried their service yet, but am thinking
about it.

Is there any advantage to the service that requires open ports? I'm finding
that the service don't always work in wifi hotspots, perhaps the hotspots
don't have those ports open. Since the second provider does not require open
ports, it seems I would have more success if I switch to this provider?

I'm using the service primarily with an ipod touch to secure wireless
connection at public wifi.

-vpn newbie