This assumes the only source these companies collect from is your internet traffic. It’s not.
And even if it was, VPNs don’t protect against fingerprinting.
For the past few months I’ve been using kanary which is a service that searches for your information on hundreds of different data mining sources and submits deletion requests for you.
I started with ~225 exposures and it’s gone down over time but I’m still sitting at ~50 exposures and it seems to have plateaued.
This information was data like who I’d married and when, past and current addresses, family members, etc. None of which was gleaned from internet traffic.