Best thing for a copyright holder is if people pay for their stuff. Next best is if people consume it but don't pay for it, as that at least preserves their relevance. Worst is to be ignored and become irrelevant/forgotten.
If nobody watches the shows they can blame the content. If everyone clearly loves the content but refuses to give ABC/Disney/ESPN/FX their business it means the company is the problem (although that wont stop them from falling back on the lie that piracy is all about greedy people who just want everything for free)
1. You can use VPN only when you need to use it.
2. "split tunnening" You can configure VPN to be used only for some programs, like those you use torrenting programs.
3. You can build your own mini-PC/RasPi "TV box" with VPN, storage for programming, connected to television. I wonder if there is not already ready software package for that.
vpn is all you need to pay for.