I suggest you read up on how VPNs actually work. You're just tunnelling traffic through someone else's connection. A VPN app included in your OS would relay all

I suggest you read up on how VPNs actually work. You're just tunnelling traffic through someone else's connection. A VPN app included in your OS would relay all of your internet traffic through whoever wrote the OS (unless they partnered up with another provider, I guess). I'll give Apple the benefit of the doubt but I'm not sure I'd be keen on this kind of setup in the case of Google or Microsoft. Then again, they have access to all of your browsing data anyway via the OS so what's to lose?