Usenet costs money the same way as your email (should) cost money. They’re hosting a large amount of content, they’re paying fees to their ISPs to let them send that content to you, and they’re fighting spam and other crap.

If you want to do nothing more than chat with folks on Usenet then you don’t need a VPN. Just like if your only download Ubuntu from torrents you don’t need vpn. Anything else and a vpn is a good idea. That said, I recommend you should always use VPN. Your isp is not your friend. They will steal your data. Heck, even your VPN isn’t your friend. Regularly read reviews of your VPN and ensure they’re privacy friendly and charge for their service.

Do not fall into the Onavo trap.