Because if you are going to carry out a propaganda campaign to destabilize or realign <non-Russian country>, then being able to identify them interests and vulnerabilities of each particular propaganda target is useful. Modern international propaganda includes what is exactly, or is equivalent to, targeted advertising, and everything useful to such advertising is useful to nation-state propagandists.

We've actually seen this in action throughout the West, including but not limited to the US, recently, so it's not merely a theoretical concern. We are no longer in a world where you need to be personally important to be a target of foreign nation-state information gathering and targeting, because the same factors that make that scale for private actors and your home government make it scale for foreign governments that may potentially be opposed to or wish to influence your home government.

Clarification: The point is to use nested VPN chains, alternating between jurisdictions that don't readily cooperate. And ideally, are virtually at war. Interleaved with ~neutral jurisdictions, to reduce oversight.

See https://news.ycombinator.com/item?id=19609067

Why would the US care about you? And that's on top of the fact that the policy and regulatory regime in Russia has (over some years and quite openly) moved towards essentially full legal interception capability of everyone's internet comms. Roskomnadzor is out there actually doing the stuff the imaginary messageboard NSA does.