Not all free iOS VPNs store users' information. The purpose of a VPN is to safeguard your privacy from government entities, unreliable ISPs, and third-party advertisers. Services that don't uphold users' privacy are better off alone. Be wary of VPNs with unclear privacy policies. Many collect users' data and sell it to third parties to generate revenue. It's often advisable to research your preferred VPN to understand what data they collect and how they use or store your personal information.