

Worse performance, not everything works, and depending on the country you live in and which VPN provider you pick a VPN can actually be a downgrade in privacy since a second commercial entity now has the ability to look at all your traffic and distil valuable data from it to sell. The better VPN providers say they don’t do this (and some probably don’t) but a lot of them will definitely do so.
If you only route your encrypted Usenet traffic through it then sure, the privacy argument is moot, you’re just spending money for worse performance without any benefit.
But way too many people route all their traffic through a VPN under the assumption that it improves privacy somehow, which often isn’t the case.