Because your information is what a number of services use to make money. Even before VPNs come into the equation, you're undercutting the service's ability to sell you by anonymizing yourself.
That said, as noted elsewhere here, VPNs can be used by bad actors which can get you just put on a massive block list; and in addition, VPNs can be used to circumvent regional protections such as provisions on what countries can watch what content on video streaming services, which those services also want to prevent and so can block known VPN addresses to avoid.
Oh dank, I had no clue there was a video. Good callout, the new album was great