You're referring to ground level policing and law, which sure, they keep things transparent for as intended. I'm talking about the under layer that isn't petty that owns the police.
Like if you're a welfare shmuck, no one's interested in fining and ultimately jailing you because you will cost the system more than you're worth. Now, someone making steady 6 figures has assets to repo if they're caught dling Shrek 4, so they get the VPN. Now, however, something greater knows you're willing to pay to keep your Shrek addiction away from ground level eyes. Might never bite in the lifetime, but might depending on what Shrek actually is. Someone always knows, its just a matter of what your vice is and who knows how much you're worth.
My point though - used gaming rigs and tops are cheaper than new consoles, and infinitely better investments.