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You're right that this is a huge problem with modem OS/software that's constantly phoning home, and people would be wise to avoid using those programs/operating systems when using a VPN to hide their identity. but many VPNs offer plausible deniability by assigning many people the same IP.

A request to MS asking for who had a given IP address at a certain time could return multiple devices in different countries/states/cities. Narrows things down significantly, but not always a dead give away.