All you proved is that VPN isn't hiding what you are doing. There are long discussions about VPNs, privacy and how it's now bulletproof (read about Edward Snowden.)
If you didn't pirate content, it was just them bluffing.
I have been using Express VPN for a week . Using it corectly I might add. JUst got a letter about AUD from my provider. No specifics...movies, production houses. Could they have sent the letter simply becuz they saw I was using a VPN?