You now have a computer that is 10,000 times faster than one you had 30 yrs ago at half the price. Oh and it fits in your pocket. A lot of time and money went into creating that. Those people need to get paid. And yes you pay for it with some loss of privacy.
The reason why this product doesn't existing on the market is because because NOBODY (except the odd 4000 people on HN) wants this product. Most people don't even use a VPN or know what TOR is. If you don't want it, then design and fab your own chips and write your own software from scratch.