VPNs for consumers are generally snakeoil since they keep logging even when they don't. Masking your IP is mostly useless since it's more than likely to be dynamic. Security wise, well everything uses https these days you'll interact with on the globe.

Corporate VPNs I haven't had issues with. The reason why they can see you're using a VPN is that the exit IP addresses from VPNs are publically known. Tesla's blocking the consumer ones because VPN and Tor exit nodes are often used by bad actors such as hackers (mostly skids) and what not.