If you're doing something possibly illegal, you're probably far safer trusting your traffic to some company in a far-away country than your own local ISP. Think about living in China, for instance: the local ISP obviously can't be trusted, but some company in Norway isn't going to care that you're posting anti-CCP stuff on social networks, and is far beyond the reach of China's law enforcement. (Of course, if VPN usage itself is illegal in your country, that could cause you problems regardless.)