When I use the VPN, I am connecting to an endpoint that 40 other people are also connected to. Did I download that file, or did one of the other 39 download it? Even the VPN provider can't tell... they keep no logs. I wouldn't want to use the VPN to phone in some bomb threat, that wouldn't even hide me 5 minutes from the feebs, but it's like an impenetrable shield for copyright troll lawyers. Smooth sailing for the last 13 or 14 years, for $3/month.
I'd be shocked if anyone in the United States is still downloading stuff without a VPN. There are entire countries that don't have to worry about it, but none in Europe or North America where that is the case.
You do realize many VPN providers are run by intelligence contractors. =3