Geoloacation restrictions are one reason.
Here are a few others:
-You get to choose who is your endpoint, which means you get to choose who sees the exit point info
-Chained to the above, you can also pick your traffic exit point where protections on personal data are much better than the US. IE. You can use a vpn host without USA ties from Germany and be protected by the GDPR, or even better a vpn provider or server hosted in Iceland by an Icelandic company. Iceland has the strictest data protections of any country. Information can only be collected if people give unambiguous consent and is opt in only, none of this, "we collect but you can opt out" nonsense.