Is this even true? What connections do VPN have with crypto wallet? If anything can protect your PC from malware and other viruses shouldn't that be Antivirus?
Everything you have posted is very true. VPN is used to change your location and nothing more than that. Some newbie's will use antivirus to protect themselves against malware but that is not 100% guaranteed. The best is to know how to protect yourself against malware. For crypto wallets, you can use airgapped device or cold wallet for storing high amount of coins while still making sure you avoid all possible means of downloading malware.