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It's certainly true all VPNs have the ability to track users and log their data. Many do so because they don't consider themselves privacy services and logging helps identify repeat DMCA infringers and quickly troubleshoot network issues. Others do so seemingly because of a poor grasp of their country's laws.
Of course, anyone concerned about privacy should not sign-up to a service that's retaining data. Most privacy-orientated VPNs approach this issue by using a non-persistent log (stored in memory) on gateway servers that only stores a few minutes of activity (FIFO). That time window gives the ability to troubleshoot any connection problems that may appear, but after a few minutes no trace of activity is stored.