$ sudo apt install openVPN
and run your own VPN instance.
But then again, openVPN requires an excessive amount of configuration, in order to achieve something as menial as a key exchange. The silly thing is that it does not achieve more than what "ssh-copy-id" does, without all the silly ceremonies.
By the way, commercial VPN services also tend to be more expensive than renting your own VPS, which you can nowadays even rent by the hour, if you want to.
In other words, OpenVPN is a service for people who do not know what they are doing. The problem with that is, that their security strategy will ultimately not work either. Paying money to an OpenVPN provider will not make any difference to the problem.