Well, as in anything human it is a matter of incentives. Comcast probably has an incentive for logging and selling your data to advertisers, whereas the Russian mob probably has other, more pressing things to worry about.

I follow the same logic by setting up my own VPS in a rented $big_provider VPN. VPS companies are succulent targets that surely attract many eyes, whereas I doubt any non-state actor has the capacity of capturing and filtering the traffic of the millions of random VPNs that $big_provider has.