This is the one of the few real things that make VPNs a security tool - security from thugs using a MITM attack on your phone. This is also a reason to avoid SMS messaging and port your number to a VoIP service instead of a direct cellular number, as VoIP traffic would be routed over the encrypted VPN tunnel with everything else instead of through the traditional cell network which is vulnerable to these attacks.
If government agents want to know what you're saying and doing without your consent, you should leave them no choice but to get a warrant and do some actual work.