I can't help asking... Why does your privacy matter? VPN is useless for anything aside from visiting content unavailable on your country AFAIK, I can't think of a single reason I would care about my online privacy. ... Unless I was putting excessive personal information on places publicly available that is, like saying I was going to a trip to another country for a whole month on facebook, when I have my address on display for any person that bothers to look, in this case my privacy is important because someone can actually break into my house. But well, I only use anonymous communities so I don't care for that.
For the same reason everyone (at least from my experience) closes the door when dumping their cargo on a public toilet. It's an extremely normal body function and absolutely everyone does it. Closing the door is meaningless because people certainly know what you're doing anyway, plus doing it with an open door does not pose any big security risk, realistically speaking (I mean, come on). But (and I'm speaking only for myself here, not sure about anyone else) at least I don't feel comfortable keeping the toilet door open. It may be weird of me to feel mental discomfort, and you may call me crazy for doing something as nonsensical as closing it, but I do it anyway because it puts me at ease. Do you shut the door on public toilets? Why? Why does your privacy matter?
Oh... That's actually the best reasoning I ever got. I'm amazed. Doesn't really convince me to use it at all, but I can at least understand why you use it.
I forgot where I stole it from but yeah, it's the easiest analogy I've read about it and it's easy to remember as well.