A VPN is like a costume that makes you look just like some other guy and you need his permission to wear the costume, and he also may know everything that you do in the costume, and may say he's not keeping track of what you're doing in the costume but still be lying and later compelled to tell others what you were doing in that costume.

It's a minor protection, but depending on where your VPN provider is located, it may not even be "minor protection".