In the UK if you download a TV show or other copyrighted material without a VPN, you can get a letter from your ISP as a warning together with a list of the con

In the UK if you download a TV show or other copyrighted material without a VPN, you can get a letter from your ISP as a warning together with a list of the content you've downloaded, and they may terminate your service if you continue. A VPN solves this, and does protect your privacy, so your comment is just needless hyperbole.