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But where would your VPN go to? It would have to be outside of the US, I assume. That means slower speeds and higher latencies.

It doesn't have to be outside the US to avoid your ISP selling the data.

If you run through a 3rd party VPN you have to trust the provider to not sell your information.

If you run through a US based datacenter your data is still within reach of a subpoena but your ISP won't have access to it.