In the US, virtually no one has been legally prosecuted for consumer level piracy since around 2010. The only exception is a small group of copyright trolls that focus on porn videos. The government was never the one doing it; if the government raided your house and found evidence that you illegally torrented .mkv files, they wouldn’t care or do anything with that information.

That said you should still use a VPN, because industry groups are now completely focused on getting ISPs to send intimidating letters to people and eventually shutting off their internet. If you use a VPN and bind your torrent client to it, you are entirely safe from all consequences that actually happen.