It’s more about being visible to other users. If other users have your IP address, they can go to your ISP and complain about your IP address sharing copyrighted material. In certain jurisdictions they have to give out your info so that legal action can be taken against you.
If you use a VPN, they only know that somebody using this VPN is sharing copyrighted material. Since VPNs usually do not log who sends what, they can’t be made to give out users data, so you’re safe.