In other words, if you're outside of the US your VPN traffic is fair game for interception and storage.
If you're inside the US and use a VPN, they'll assume you're from outside of the US: Intercep and store.
If you're inside the US and use a VPN, they'll assume you're from outside of the US: Intercep and store.
If your traffic originates or terminates in the us it is not fair game
The point is that the vpn obfuscates your origin. Which is the point of a vpn so acting surprised is a little silly.