Related: Using a VPN May Subject You to NSA Spying (12 points) https://news.ycombinator.com/item?id=47548968

Does not using a VPN free you from surveillance?

This is almost certainly much less interesting than it sounds. It's effectively saying that if you're in the US, your network path is probably from one part of the US to another for many of your communications. (eg: Utah to Palo Alto, New York to Virginia, etc) These communications would not be surveilled.

But, if you send 100% of your communications through a consumer VPN and therefore much of your network traffic originates outside the US, your traffic might end up getting automatically collected.

There is no choice but to use a foreign VPN to access certain sites, specifically certain crypto and prediction market sites that otherwise remain inaccessible.