Yes I can. I understand reasonable security concerns and that is why countries have various security agencies who are being paid to do their job so I let them worry about it. My job is to worry about myself personally and I really do not care about what Timbuktu knows about me. They can't do shit to me personally. My own government and corporations however can.
The exception of course are large neighbours and their multinational corporations. I was surprised and irritated when I've discovered that Amazon knows exactly what kind of car I have even though I bought it from a used car dealer without any Internet involvement and I do not keep Alexa and likewise spyware in my place.
If “Timbuktu” has information about you and it's friendly with your government, it's likely to trade it; if it has it and it's unfriendly with your government, it's a target for your government’s espionage. In either case, it's a place where your information is that your government is likely to be trying to get it (unless you are a particular target, not in isolation, but along with other information), so if you are concerned about your government, you should be concerned about it.
Using a local ISP means that domestic spies will easily hoover up traffic and have easy ways link it back to all sorts of data about you. Using a VPN means that first the VPN provider has to be compromised somehow, the data has to be aggregated into the pool of domestic data - not a trivial task.
It is a pretty simple improvement that puts more of a burden on data collection agencies.
What some other country has on your country’s citizens (whether friend or for) is a target for your country's security services, by exchange or espionage, so you can't ignore one if you are concerned about the other.