Aren't you just giving your info to a VPN provider instead? Like, if I wanted to gather data on potential threats as an CIA dude or whatever is probably set up and advertise VPNs cause someone using one is more likely to have something to hide so you have less to sort through. How is that better than your ISP having access to your web activity? Where I am ISPs require a warrant to disclose info. Just feels like a trick.
I don't think its impossible and im sure they have set up smaller ones. At times there have been vpns advertising on deep web markets and carding forums specifically for crime which has to be an Op. But for the larger reputable vpn services those are multi million dollar companies with massive server farms and stuff which would be pretty tough to keep everything under wraps. It would be way easier to hack in and set up a backdoor or leak. Again online opsec serves the purpose of making you be more trouble than your worth for the feds so every extra layer helps.