Correct. At least VPN service can be considered as extra protection against $5-wrench attack. You don’t have to listen to those who say VPN is useless and doesn't make any help. It do helps, and you will better off with VPN than without it provided that you disallowed TCP/IP fingerprinting via WebRTC, javascript, etc. VPN service is the first privacy stronghold that ( in addition) adds to security.
However, OP I think just makes it more complicated. OP's concern isn't really about VPN but the risks of storing funds in exchange or something along those lines. No need for this VPN thing if he cares about security and exchanges are freely accessible in their country. In other words, why make an exchange as a wallet if there's another way
"more safe and secure".
Set extra layers of security by activating 2FA, storing the password safely, keeping safe the associated email and number to the account, etc.
Using a VPN is useful, no doubt about that but in terms of using it to access exchanges or trading platforms for the
"safe" concern, it's not necessary as I mentioned, if we can access it freely in our location using our own ISPs.