I mean: I should start a VPN provider

Please do so and a lot of us will be loyal customers
[assuming that there'll be good discounts] 
I wasn't serious, I was just assuming it must have a huge profit margin. If I compare the cost of (budget) bandwidth with the price VPN providers ask, it should be good business. But if I think about the amount of work and skills required (front- and backend development, app development, payment integration, legal complications and registration in a privacy friendly country, abuse handling, etc.), I end up with the same conclusion I had 5 days ago on a completely unrelated subject:
I don't have the skills, budget and connections to create this.