This. I can set up and connect to a new OpenVPN instance under my own control in less than seven minutes (5:59 last I clocked) from my phone.
Anyone can do this, it’s not nearly as complicated to launch and secure as some would have us believe. (https://github.com/jenh/sevenminutevpn)
You do lose anonymity with personal VPN, but it all depends on your use case.