Agreed. Though for reference, Apple's private relay has an architecture that makes it much more privacy preserving than most VPNs.

Traffic is sent through two independent relays: Apple sees your IP but not the destination, while a 3rd party egress partner sees the destination but not your IP, with encryption preventing either side from correlating both ends. It's some of the benefits of Tor. But of course you still need to put a lot of faith in Apple's implementation, which is the hardest part.