What purpose would this information be uniquely useful for? I don't think ad networks have some exceptional interest in what you torrented or what porn sites you visit.
If you're implying that they'd do something illegal like blackmail, then I don't think that would be a wise course of action for a company to take. VPN companies are, in the worst case, still limited by TLS. So the amount of blackmail material is pretty small,meaning they would be taking a massive risk for very little reward.
A VPS server can easily log your connections. All they'd need to log are incoming packets to your VPS, and the destination address of outgoing packets from your VPS. No need to concern themselves with what software you are using under the hood.