I feel like I’m being misled

Not a lawyer or IT expert. That being said, if you are using a VPN that encrypts your files doesn’t maintain logs, and ideally has been audited and or sued to prove they don’t have records, it is exceptionally difficult to trace your activity. If you’re especially paranoid, Onion over VPN is even better, although I don’t understand Onion. It’s not likely you’re going to attract NSA type attention for file sharing.