In Germany you can expect to get a letter from some law firm, confirmed by some judge that orders you to pay 100s or 1000s of euros if you don't use a vpn

They will attempt to download DMCA files from you as often as possible and then calculate the amount of times times price of the product to come up with a fictional damages amount

https://allaboutberlin.com/guides/pirating-streaming-movies-...

A little intro intended for recent immigrants

at least they confirm you are indeed sharing them and not just matchibg your IP in some swarm list which may not even be real