Because you have to choose who to trust. You can’t “trust no one”. You’re currently trusting your VPN provider. Are you willing to trust lemmy.world? No? Fine, then don’t. Set up your own instance, or use another one you are willing to trust, or find one that allows your VPN that you trust. No one promises these would be easy decisions but you’re going to have to make these choices. A web without any trust is a useless cesspool. Believe me, it’s been tried.