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Does it? VPNs make this easy to get around. Tor does as well. HTTP proxies.

99% of internet users uses none of the things you mentioned.

I'd say 99.99%.

Using a VPN (or a proxy) just moves the argument from your ISP, to the ISP where the VPN endpoint is located.

But the data is no longer tied to me as it leaves the VPN-service.

I am aware of this case, and have asked my VPN-service explicitly. Their (translated) reply was:

"We do not store any logs, and we are not planning to do so. Since we do not store anything, we have nothing to hand out to those who are asking."