Many still send their information without any security or privacy protection whatsoever. While some standards have developed, not all internet apps are secure. The applications you're accustomed to using, whether email, web, messaging, Facebook, etc., are all built on top of that Internet Protocol (IP) core. Most of the internet's core protocols (communication methods) were designed to route around failure rather than secure data. Networking across the country and the world was relatively new, and nodes often went down. When the internet was first designed, the priority was to be able to send packets (chunks of data) as reliably as possible.
Here's the problem with the internet: It's inherently insecure. The purpose of a VPN is to provide you with security and privacy as you communicate over the internet. VPN is an acronym for Virtual Private Network.