I'm not a fan of using VPN, its an actual disturbance. I prefer not to stress myself using any VPN, stick to the normal method of purchasing Bitcoin, send to where you want to hold, take your wallet offline, keep your private keys safe and you're good from getting scammed.
Of course, the VPN providers know your real IP, which means you are not safe from them if they choose to get on reverse attack from the service they provide.
I rarely use Vpn, except I have some really important places to visit on line and Nigerians are restricted from accessing them. So it's important to know why and when to use such apps. If it's not necessary, turn it off and don't always give it access to your devices.
This is the only scenario that requires VPN usage, using for security purpose is Bullshit.