Much slower downloads overall. Too much to go into the technical reasons why but its going to be slower to encrypt every packet going out and then decrypting it when you get it.
There are reasonably priced solutions especially if you live in Europe if you care about privacy so much. I remember a while back some cheap slots for hopping onto a some Swedish companies darknet they created and it encrypts everything that you see and do.
Anyway I don't live in Japan and don't understand moonspeak. I cannot get most of the shows I want to watch, when I want to watch it unless I download from fansubbers. Of course I can always go the route of waiting for a show to be licensed... waiting for DVD's to maybe come out in a year or so and then having to deal with extra costs for shipping and handling. Nuh uh. I live in the 21st century and I hate dubs. I have the internet the get me the shows both English and Japanese when I want to watch it. I don't want to set up my schedule around air times or DVD releases.
P.S. Most anime DVD releases are way overpriced.