Well yes, it depends on your threat level.
If you are a dissident in Iran, you really should not trust some random VPN. Tor is probably safe enough, but there is also no guarantee, that the chinese are not sharing with them, because as far as I know (but last time I checked has been some years), many nodes are china based. So they might know.
But if all you do is pirating some videos, then this is not something to worry about.
Or NSO or some other private actor did so, and now every dictatorship has access to it, and we all know how broad their “terrorist” definition can be…