Had this issue and could not find anything in the forum so I'll post it here
https://gist.githubusercontent.com/algent-al/8ec91ecf3640d16e75ff7fb9cf02d173/raw/ce34de40a9d6b94322b032e45823d6465976bf3e/How%2520to%2520install%2520Mullvad%2520VPN%2520on%2520Solus%2520Linux
tldr: after launching mullvad if it gets stuck at "Connecting to Mullvad system service" you need to:
sudo systemctl start mullvad-daemon
sudo systemctl enable mullvad-daemon
This topic can be closed, just put it here for easier discoverability since I was scratching my head for quite a while before finding previously mentioned link.