I guess it’s more about the fact that for me VPN itself feels like an unnecessary step that potentially comes with risks (not saying that currently there are any issues with protonVPN, but I’ve used to the fact that all good things enshittify). I’ve never had problems pirating, the only thing government (with very low effort and barely any enforcment) blocks are online gambling sites, which pretty much everyone supports anyway. My previous ISP used to host FTP server for power users that had pirated movies and games, with speeds so fast my HDD was the bottleneck. That was around 12-14 years ago tho, I moved. EU data laws and privacy laws makes me feel somewhat safe. No known mass espionage or anything like that.