They break the practical solutions to content distribution and delivery that we've deployed. If everyone used a VPN, CDNs and caching would be rendered ineffective. Generally, VPN consumers use more bandwidth than necessary to acquire the same content which does impact the network.
Same bandwidth over my local connection, mildly more across backbone connections, not a big deal in total.
I feel like if the bandwidth used by content distribution really mattered, we'd see a lot more effort being put into multicasting. Even a basic stateless "multiple destination IPs" version could save so much bandwidth.