The problem isn't them being in you LAN. It's about going to an untrusted network (eg Starbucks, hotel) and connecting to your VPN, boom, now your VPN connection is compromised.

The other comment already covers the fact that VPN should be useful exactly when you are connected to untrusted LANs. I want to add that also the main point of your comment is anyway imprecise. You don't need a compromise DHCP, you just need another machine who spoofs being a DHCP. Not all networks have proper measures in place for these attacks, especially when we are talking wireless (for example, block client-to-client traffic completely). In other words, there is quite a middle-ground between a compromised router (which does DHCP in most cases) and just having a malicious device connected to the network.

I wonder if it applies to routers made by a company who likes collecting user data. Because this is a situation many people are in.