I just turned on my VPN. I think I am safe going wherever I want on the web because nobody knows it's me. However, at the same time, my radar app (which I have a paid subscription for) does an automatic update. It does so on the same VPN tunnel, but with my identifying information. My weather app now knows I an using such and such IP suring this timeframe. Same thing with emails or push notifications, websites you identify to voluntarily in the background are seeing your VPN endpoint (but still know its you because your device said so). The bank, whom I just logged into with my VPN, now knows that today I was using whatever VPN endpoint. If there is a database run by the feds that wants to match activity from various unknown VPN endpoints, all they gotta do is bribe/threaten the people that already know its you thanks to background apps or unintentional activity. Its almost like you need to reconnect to a new endpoint every time you do something different online and, at the same time, prevent all other apps from running in the background. If you run windows, open task manager, go to resource monitor, then watch how many times it phones home! It happens when you switch to a vpn too, but your computer ID doesn't change. You are screwed no matter what now.
There will always eb a connection happening in the background with your credentials to someone other than the site you are expecting anonymity. All they gotta do is swap some favors and your 性交ed. And who passes up an opportunity to profit from automatically collected data?? Nobody these days.