A lot of the private VPNs are own by corporations outside the USA, a national security agency is constantly sending sensitive and priceless data over the internet, when you decide to use a VPN it is possible for the service provider to share the decrypted information with others, therefore, if the national security agency at issue decide to use the service of an unscrupulous VPN provider their sensitive information could end in the hands of a foreign government who is willing to pay a lot for the data.
Note: there could be a case in which the VPN service provider is not corrupted, but the government forces them to share the information through legal actions.
