Your VPN would do anything to cover your tracks. But it won't do this.
Virtual private networks are great for a lot of things: protecting your passwords when you hop on public Wi-Fi, accessing your favorite Netflix shows when you travel out of the country, and aiding and abetting you in the criminal act of reading Wikipedia where it's been outlawed. But in the midst of growing VPN hype and a booming market, it's important to understand how VPNs work and examine vendors with some skepticism, keeping in mind a few things VPNs can't do.
https://www.cnet.com/news/vpns-3-things-they-cant-help-you-with/