Title is probably true, but also it's less likely for the NSA to leak your info than say an ISP that openly sells your info. I highly doubt that the NSA sees someone pirating Photoshop as a priority. VPNs can help with preventing a random ad from logging your real loose location, have built in DNS ad block, open up region locked content plus a list of other benefits.
VPNs absolutely help with general privacy, like not putting your personal phone number on a public registry. They are not intended to perfectly hide you from a super power's intelligence agency lol
I've had to switch to grayjay for YouTube recently I don't know what they do differently, but it seems to work better with vpns than newpipe. Works about 80% of the time where newpipe was more like 20%