It's so third parties (corporations, financial institutions, governments, etc) can't tie your identity to any online activity. More plausible deniability also if you use an anonymous payment method VS a credit card 100% tied to your identity.
You have a to trust the VPN to some degree though. Trust can be minimized by the VPN being as transparent as possible and not requiring personal info, but never removed completely with a VPN. But if you do trust them it is a very useful tool on your belt for privacy and anonymity against third parties.
I recommend Mullvad or IVPN.
No personal info required (randomly generated account numbers only), allows payment via Bitcoin and Monero, open source apps, has servers outside of five eyes, and RAM-only servers.
Obscura also looks promising (TBA):
But for anything requiring some serious anonymity you can't beat Tor (pros and cons to each).