How is it less likely? We're living in an ever more globalized world, there's ample evidence that for example the Chinese government collects tons of data on foreigners. Depending on which country you live in foreign governments may be collecting more data than your own.
Telling people to use a VPN as an easy fix for privacy makes their privacy worse. They need to look into and understand how to make their traffic secure, how DNS works, how to use proper encryption, etc. There sadly isn't a simple fix, just like with most things in life. What you do with a commercial VPN is give control over your traffic into the hands of some completely unknown and often very dodgy looking business. One that, like you and others noted, might not even be a business at all.
Not specifically and not today, but they are collecting and archiving data just in case they do find me interesting in the future.
While it's less likely that some foreign power will ever find me interesting.