Whereas OVH/DigitalOcean/Linode/Scaleway/Amazon/Google/whomever all have much stronger incentives to put their customers first and foremost. In terms of business model (due to how utterly trivially I could rip down a VPS and set of containers/services at any one of them and set up something identical at any other at any time) they're much more closely aligned with customer interests.
It has nothing to do with any illegal behavior per se (at least in the USA, in many countries "illegal behavior" may encompass things we consider basic rights), it has to do with economic alignment and additional privacy/security at a cheap price.
If you are okay with that, godspeed, but I think you would have to be deranged or clueless (or both) to be okay with the idea that mega-conglomerates can sell your personal browsing history to the highest bidder.
There are myriad other legitimate concerns, but this alone makes the whole debate something of a non-starter in my opinion.
I'm reading a foreign sports site, and their videos will only show to people from that country.
Same with various national TV station sites.
Interesting that you say "external auditors" though - have any commercial VPN providers offered anything like that? Of course, it'd only be worth something if they'd put their money where their mouths are in a form of insurance payout if they were wrong.
It does seem to vary quite a bit, I've always found that Shenzhen is a bit more lax with the firewall than even neighbouring Dongguan.
I'd be more concerned about using a VPN when browsing other, less secure sites that don't support HTTPS.