How would an attacker access your laptop’s filesystem if you’re connected to the same network? I can’t think of any way that would work unless your operating system is horribly misconfigured (maybe to make the entire filesystem a network drive?). And how would a VPN protect you here?
Do you think every single machine/local network access is properly configured, especially with Windows? Not once I have been browsing Point-Of-Sale files in a cafe where I have been using WiFi cause someone did not separate networks. Just an example.