They were just trolling, most vpn companies don’t declare customer data unless proof of illegal acivity, aur online koi bhi digital media dekh sakte he until you use basic browsers, everything is legal in a normal browser as it is usually moderated and if if you see something which should be in normal net can’t be used against you.
Another note, just observing online data doest include crime, you can even acces tor hidden services but the moment you use them, you are liable. The call was mostly done by your network provider, just use bridges if you don’t want anyone else seeing you trafficΒ