Two huge reasons people use VPNs is piracy and saying things/accessing content that's not legal in their country. If that company has a legal presence in your country, then they'll hand over that data to the police should you criticize the wrong person or download a movie without permission. At which point a VPN becomes kind of pointless.

I probably won't use Mozilla's offering, because i want any VPN to cover the whole system, not just the browser (correct me if i've made a bad assumption here)