The issue with VPNs is there is no way to verify their claims.
Typically, you want VPNs to promise not to collect data about you, or what sites you visit. They can promise to delete or never store data, but there's no way to verify they are doing what they say.
Many, many VPNs have claimed they don't store user data or allow traffic sniffing, only to later have been compromised by a government or other entity to track everything you do and hand it over to a hostile government after a subpoena / information request.
This is a more important issue than any feature or service they may provide.