All VPNs report data to government, when they don't actively sell it to them as part of the business model. I dealt for years with medical data and the first rule was to never use an off the shelf VPN... ever. When you use a VPN, you are just choosing who can track you. You can make your own VPN, but single users don't get any annonimity from it. You have to have multiple people using it and they can still track the group together.

You will always have your name attached to the ISP. You can choose a proxy, but they will track the proxy too. And the proxy better not have worse security than you. By just tracking your over time, they can farily estimate which devices you use.

People tend to significantly underestimate how much leaks when somebody is tracking your for a long period of time. Especially when your credit card and phone are always together.