There's no clear evidence but something I've long suspected is that users of VPNs and Tor (.onion) have less anonymity than they might imagine and potentially face greater scrutiny by NSA and Russia/PRC/Israel who have snooping tools we don't know exist. https://www.wired.com/story/using-a-vpn-may-subject-you-to-nsa-spying/
Using a VPN May Subject You to NSA Spying

US lawmakers are pressing Tulsi Gabbard to reveal whether using a VPN can strip Americans of their constitutional protections against warrantless surveillance.

WIRED

@newsguyusa this is a very silly article, and don't drag Tor into this

the argument here is the NSA super de duper pinky swore they wouldn't spy on a Americans - because that's illegal! - unless of course they use a VPN. then you're fair game! but not before. riiiiiight?

do you know what kind of surveillance a VPN helps against? commercial surveillance. guess who buys commercial surveillance data? ICE does. spreading FUD about VPNs right now is promoting harm