Often out of necessity. I fantasize about disconnecting, but the reality is more complicated; it would difficult for me and others around me were I to disconnect.
Perhaps very soon we also start bringing jammers of all sorts when the device is not to be trusted. Not a new concept - every sane person uses firewall and/or VPN.
you should definitely have a firewall but the security advantages of a VPN are questionable, pushed hard by VPN vendors, who are biased due to what they're selling. They're useful for evading DMCA takedowns but that's not about keeping hackers off your machine.