I also wonder if a lot the big tech companies don't share data on users to cross identify accounts and fingerprinting data of your browser when you log in and access their services to be able to tell who is who.
Aside from the obvious problems with your IP address when using a VPN.
Yeah - honestly with VPN's and their growth the last few years the biggest risk is not necessarily them being a honey pot but that they didn't secure their own infrastructure properly and fundamentally many of these services are run off hardware that is compromised with back doors. If they want to go you they will. Again - say you compromise their infrastructure it might get you snap shots of traffic on their networks but not the whole picture.
But for the average internet racist - probably they don't have the resources to get you and you can slip under the radar here and there.
With signal for example - signal is probably pretty secure. Being Russia based I doubt there are many circumstances under which Telegram would cooperate with western authorities because it would probably have to be cleared with "the boss" from what I have heard about the business environment in Russa. If the NSA really wants to go after you they have ways to break into your phone itself through back doors. The problem they have is probably information after the fact or a target who switches devices and accounts often. Again. The average internet racist isn't worth that effort.
Anonymous messaging is an excellent weapon to use against regimes the US wants to bring down to organise their NGO networks. Like in Belarus for example. Westerners start using these services to do the same thing the establishment start to screech autistically.