You move in the city with thousands street cams, pay everyday with named credit card, post photos with geo in social networks and believe that VPN will save your anonymity. There is no more anonymity in the internet. Using VPN can just give you an access to the blocked sites and, possible, little increase the time that someone needs to find you. The main reason that we are not classified and marked till now - no one is interesting in our personal data.
You are right, more than ever our privacy is slowly being taken away and it does not seem as if things are going to improve, and if anything they are bound to get even worse.
However even if VPNs do not really offer too much protection against a determined attacker, at the same time it is still an additional layer of privacy and as such it is good idea to use it, because as you say since we are not important then no one is really making an attempt to find our data, so our privacy is in fact enhanced.
We always want to have our private data, it doesn't matter if they don't give it importance, but the fact is that if I don't want to give them that must be respected, although it is a fact that in a short time privacy and anonymity will no longer exist, the data that we say not caring, they will use it to be able to have control of everything we do, casinos and bookmakers ask for KYC as a license requirement, but those licenses are what allow control and control comes from governments, banks, that is, We are controlled by a technology that Satoshi gave us to escape all control and in a good way we are giving up control, was this something inevitable?
The main issue here is compliance. There are laws protecting privacy in most countries and the data captured cannot be freely shared most of the times without special authorisations. But how to make all these data gathering being compliant and being controlled so that rules are followed is a much more complex issue and it is not enough to just make a law and let things take care of themselves.