The only times I was ever using the VPN mode was on my Office work trips. We had to go through the Corporate Home office VPN NETWORK setup to connect to our local office computer network to get access to all of our daily work files etc... Out on the Road in those days you had to dial into the Corporate Home Office VPN NETWORK over the telephone lines... I think there was also a way to use the internet to do this as well... Once it goes through the VPN at the home office which was in INDIANA in this case then the good security is there... getting into their VPN NETWORK would be the worse part of the security path... This was 10-15 years ago now...
I don't know how these new VPN magic plug-in devices you plug into your USB ports handle this these days...
I too use VERIZON WIRELESS as a provider to get on the internet when on the road... I use METROCAST CABLE here at the house to get on Internet... My router here at the house also has secure access WIFI modes as well...
Roy Ken