But, if you send 100% of your communications through a consumer VPN and therefore much of your network traffic originates outside the US, your traffic might end up getting automatically collected.
If you're inside the US and use a VPN, they'll assume you're from outside of the US: Intercep and store.
If your traffic originates or terminates in the us it is not fair game
The point is that the vpn obfuscates your origin. Which is the point of a vpn so acting surprised is a little silly.