Piracy: ꜱᴀɪʟ ᴛʜᴇ ʜɪɢʜ ꜱᴇᴀꜱ

I'd personally still use a VPN to avoid my ISP knowing how I'm using bandwidth if going to DDL sites or streaming sites where copyrighted materials are offered.

If you go without a VPN, it's probably pretty low risk. From what I know, ISP's aren't hunting their users down over copyright concerns unless they're compelled to do so. Since torrent swarms reveal the IP of the uploader and downloader, that's where the big risk lies if you're not using a VPN since media companies will collect IP addresses from the swarm and send DMCA violation notices to your ISP, who forward the notice along to you.

It would take a lot more effort for media companies and the like to obtain IP addresses that are connecting to DDL or streaming sites and, at that point, it's probably not worth the time or investment on their part. They're more interested in going after the uploaders anyways, so from a DDL or streaming site perspective, they care way more about going after the people running the site than the users downloading from it.

I would think the biggest risks to not using a VPN on a DDL or streaming site would be: (1) your ISP logging your traffick and either selling it or being compelled to share it (with media companies, law enforcement, or whoever) down the road; (2) interacting with a honeypot site that's been taken over by law enforcement who are logging connecting IP's. I don't think honeypots are too common in this space but it's not to say they couldn't happen. And I do not trust my ISP to keep my data private or to act in my best interests over their own (and I'm pretty sure they're logging and collecting everything they reasonably can on all their users).

If you plan on downloading more than infrequently, a paid VPN with a good (and proven) no logs policy might be worth it for peace of mind, since you're specifically paying them for their product, which is privacy.