So many factors - zero factors means no delay, one factor means added delay ... so many factors means so many delays.
No vpn will speed up your miner connections, all vpns will slow it down.
Maybe if you stop reading out of context things will make sense to you, everyone knows that VPN will slow down your connection (except for very rare cases when your ISP might be throttling a certain type of connection and VPN will actually be faster).
With that in mind, the use of VPN does not necessarily increase stale shares because even after the longer router those packets need to take, the total delay/latency could still be within a reasonable range and thus it might not affect your earnings.
Stales is
directly a result of the time for your miner to send shares to the pool.
That's what determines it.
It's not a 'range' or 'above or below' some value.
The time it takes for shares to get from your miner to the pool determines the % of them that will be stale.
1ms to the pool will still get stales.
10ms to the pool will still get stales.
50ms to the pool will get about 5x the stales of 10ms.
100ms to the pool will get about 10x the stales of 10ms.
300ms to the pool will get about 30x the stales of 10ms.
Over time those rations will become obvious.
That's how it works.