Hello again, wanted to share a response from our friends at Purple Air::
"Using a VPN has nothing to do with privacy of the sensor ... Use of a VPN is more related to data network security and protecting data transmission from someone listening in on the network you are using. This risk is also somewhat mitigated by the fact that most websites also use https which encrypts data between the browser and the web server.
The sensor privacy subject is rather to do with the map and location information or how we do not share private sensors on the map for the public to see...
There would be no way to trace the sensor back to the house using WiFi. If placing the sensor somewhere nearby is not good enough to protect their privacy, we recommend setting the sensor to "private" so it does not appear on the map for the public. That way, only they can see it - or those they share the link with. In that case, if the link was shared with unintended recipients, the location would be known so that location should still be sufficiently off."