Connecting devices, yes - IoT devices. Your smartphone is not, primarily, an IoT device but rather and End User Computing (EUC) device. It is massively powerful and incredibly complex. It is also a very large target.
In well architected IoT, devices are isolated from external access as far as possible. They are often kept on separate private networks. That is because IoT devices generally have very limited security capabilities. Organisations that get this wrong end up being a massive pain to the rest of the world as their devices end up in global botnets that are used to attack other people. If they have valuable information, they end up leaking that as well. You don't need to look very far to find this problem, check out references to the Shodan search engine for example.
It is extremely useful if you don't need it remotely
When I am out of the house, I really don't need to see lots of detail, a simple text message or text command is all I need as in this example telegram command and response from Node-RED:
If more is needed, I can remotely start up a temporary HTTPS VPN (vastly easier to set up than a full VPN) using NGROK (not secure by default, check out my previous post on the subject) which will give me the access I need. A telegram command starts and stops the NGROK connection. Excellent security that I don't have to worry about. Minimal setup.
Why do politicians lie? Why to people steal?
The global networks that you take for granted are very complex and have to run through many different, often untrusted, nodes.
Yes, you do. If you are going to connect powerful tools up to the internet, you have a moral responsibility to keep everyone else safe, not just yourself. This is not the forum to go into details about that subject though I would happily have a PM conversation with you about it.
It is, of course, your ability to ignore what is being said. You can connect things up without security certainly. None of us can or would stop you.
Can I just say that, while VPN's can be better and safer, they are not a sinecure. Personally, I never recommend full VPN's to people without networking and security experience. That is because it is very easy to end up with something that appears to be secure when it really isn't.
That is why I recommend services like NGROK to people with limited experience - indeed, as you've seen, that is what I use myself even though I could certainly create full, secure VPNs with the equipment I have.
What you need to remember as well is that a full VPN is extending your local network out, via the Internet, to a remote device. If that device itself is compromised, the attacker has full access to your network.
Our modern systems are full of valuable information and chock with powerful processing capacity - both things that attackers are looking for.