Somehow using VPN makes me feel safe while working with cryptocurrencies,
Correct. At least VPN service can be considered as extra protection against $5-wrench attack. You dont have to listen to those who say VPN is useless and doesn't make any help. It do helps, and you will better off with VPN than with out it provided that you disallowed TCP/IP fingerprinting via WebRTC, javascript, etc. VPN service is the first privacy stronghold.