Because I prefer to make it hard to take me, electronically or physically. I prefer to make sure my shopping or any other transaction is secure after T-Mobile let people steal my information. In that case, a VPN might just be a sugar pill but it makes me feel better.
Why would you assume that? Define external threats. And, no, data sent/received does not stay only in the peer network. In the case of torrents the tracker get announced. In the case of usenet, the central server as well as the usenet service your using both have your connecting IP. Why risk it?
What about them? They have nothing to do with whether or not to use or not use a VPN. That being said, I use DoH system-wide on Windows 11 via paid NextDNS and will recommend that everyone do the same.