AVG VPN, so what?

AVG always warns me for being watched by third people, or my location is seen by anyone blah, blah, blah…
Then, what for did I pay? If my virus software can not handle these problems, what is it for? Did you divide the problems to different softwares you created day by day? I pay too much gentlemen, give me a perfect service including vpn with my virus software.
I will never buy VPN thing.