Title is probably true, but also it's less likely for the NSA to leak your info than say an ISP that openly sells your info. I highly doubt that the NSA sees someone pirating Photoshop as a priority. VPNs can help with preventing a random ad from logging your real loose location, have built in DNS ad block, open up region locked content plus a list of other benefits.

VPNs absolutely help with general privacy, like not putting your personal phone number on a public registry. They are not intended to perfectly hide you from a super power's intelligence agency lol