> a random guy on the internet says something and you think it is true?

Yes, if they identify themselves and their company and what they say aligns with my personal experience.

> You don't have the foggiest idea what they are really doing with the data. All we know is that they are collecting the data without user's consent.

You never have any absolute certainty what anyone does with your data - all you have are hypotheses and probabilities. Who are "they" and what do you think they are doing?

If adtech companies cared whether you're behind a VPN, they would make or buy a list of IP's that are provide VPN services and match that list. That's a ton easier than implementing a STUN server that scales to handle traffic from every single person who views one of their ads.