Any VPN is only as secure as you can trust the provider. You *have* to be able to trust the provider since you're choosing to route your traffic through their gear.
Apple's VPN is probably fine (and likely better than no VPN, depending on your threat model) but I'd rather use a VPN from a provider which stakes their entire reputation on protecting your traffic - and couldn't be compelled to turn over that information to law enforcement (Proton, Mullvad, etc.).
@john_b Thank you. This is very helpful.