That is the tricky part. If you run a public VPN and a governement comes to you and says "give us all you have on user X were investigating them" you sorta have to comply and you cant go telling people that you did that either.
A few of these services will have a line on their website along the lines of "we have never provided data to any governemnt" and when they get told to cough it up they remove the line. Protons data canary has been dead for a long time, and Im not sure if other VPNs even bothered to add something like that.
As for the price tag, I'm paying exactly for that privacy (and also their mail service, de-googling yourself is hard). If I needed a less private VPN I would host one myself.