@kwin – That’s a good summary! I hope it helps! I know STLs rarely have reasons to come with established vertex groups but sometimes game models (my experience is mostly with World of Warcraft models) do import with some vertex groups related to how they map textures. Sometimes even the bone weight groups can be helpful.
That Keanu STL looks remarkably clean as far as STLs go, actually! Often they are just decimated sculpts (I admit I do this as well for my sculpts going to print).