This is beyond stupid... VPN’s are regularly used to hide illegal activity and Apple complies with DMCA and all kinds of law enforcement requests and they are based in the US. Not to mention they bend over backwards to make the Chinese govt happy so it’d be useless there too.
VPNs are often used to circumvent mobile data restrictions, as well, and that is the last thing Apple would aid in...
Apple also does not have the network infrastructure for a VPN service... they have very few peering agreements and a tiny datacenter footprint, and they outsource a lot of their networking and data storage to google cloud.
Whoever came up with this idea is an idiot, frankly.