Making your traffic cross jurisdictional boundaries also adds a level of difficulty for tracking usage.
Local law enforcement can tap a local ISP for their records, but it would take a scale more effort to then tap a non-local service provider for their records. Each additional level of difficulty adds a cost, and at some point those costs aren't worth the potential results.
(assuming that the VPN provider doesn't just roll over due to an email inquiry, or isn't a front for very cooperative law enforcement).
the counterpoint is that making your traffic cross out of the US gives the NSA (by their ass backwards reading) permission to spy on you