I'm not going to stop using vpns nor flying on airplanes because of that.
That "you should not use a VPN" link someone posted elsewhere explicitly disproves that claim, saying that HideMyAss were caught breaking their privacy promises and have yet to go out of business.
The prices of VPN services also don't make sense and potentially suggest something nefarious is going on (not saying Mullvad is doing this, but any VPN advertised on YouTube is very likely to do so). It's difficult to imagine that they can afford such bandwidth/hardware and the amount of support/abuse cases (remember that VPN services will attract scum as a side-effect of their privacy/anonymity claims) for such a low price.
https://www.theverge.com/2016/11/23/13718768/uk-surveillance....
https://www.amnesty.org.uk/why-taking-government-court-mass-...
TL;DR: My bank wouldn't let me use their online banking because I had run a Tor service sometime in the past.