Having only read the main post and not any comments:
See, here’s why it’s always important to remember that threat model and sacrifices in conveniences go hand in hand and are closely related.
To answer your main question/title more directly: I would say No! It’s not “better” because I don’t see a need or a use case or necessarily an advantage to have your own VPN. If you have very specific needs, you know what you’re doing and why and one wouldn’t necessarily be posting/asking such a question here. But since you are, I would say this: I think you’re over complicating your privacy set up and digital life. You are of course most certainly welcome to do so if you have certain highly specific reasons.
You may not like this comment/opinion/answer/response to your post but you have it since you did ask.