That’s not that surprising (besides the fact that it’s a VPN provider trying to convince people that they need their service). But the fact that you are fully liable for whatever your weirdo neighbor does on your WiFi is more than reason enough to not share it. You can do this „study“ anywhere in the world with comparable laws and you’ll get similar results.
You cannot really compare them. Mastodon is similar to Twitter and nothing more, it’s a microblogging service. Lemmy is like Reddit or the Usenet from back in the days with a nice threaded view. Many people on Reddit never used Twitter and vice versa.
This new fancy stuff is all part of the Fediverse, but that‘s a bit misleading. You can use one part and completely ignore all the other ones.
The last time I used it is about 10 years ago. Don’t miss it. Always hated the cables dangling around and pulling the headphones out of the ears. Wireless is just way more comfortable.