As others have mentioned you gained privacy from your government that has easy access to whatever information your ISP has but not towards a VPN provider. But

As others have mentioned you gained privacy from your government that has easy access to whatever information your ISP has but not towards a VPN provider. But the information you leak towards your ISP or VPN isn't the only variable. With a VPN you leak less information to the services you interact with (e.g. your IP is hidden) which undoubtedly increases privacy.