VPN's were never designed to make you anonymous. Their design purpose was to protect data by creating a secure point to point tunnel and connect you to another network that you were going to work on.

The side benefit of the way that connection works is that it can be anonymizing, but only if you're also using a computer that isn't bleeding your identity all over the net. The OS, all the programs installed and their little help programs identify you when they phone home. So it doesn't matter if you're using another IP. Your identity is being announced constantly like a bullhorn. So, you need to use a system that doesn't know who you are in conjunction with a VPN to be anonymous.

This is the point that everyone seems to miss about vpn anonymization.

Oh and if you're not configuring your routing rules to drop all network traffic when the VPN drops its connection then it's just a matter of time before it does drop and you associate your anonymous identity on your identifying network.