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?
What was inevitable was the response of governments against this market, at the beginning when it was small they were not going to give to it too much attention as they did not cared if a few thousand people were using some Internet money no one else was accepting.
But now that bitcoin is so big they have decided to try to regulate it and tame it, however there are still reasons to believe we can resist and keep some privacy, just as bitcoin is a decentralized currency now we have decentralized exchanges which do not require KYC, and while many casinos have KYC policies some casinos without license but with years of being trusted still exist and they do not require this information at all.