Milliseconds matter in online games. Online games can be incredibly intense and enable you to use all the resources of your system. If you're on a PC or a console doesn't matter as much as having a steady, stable, fast internet connection. But not all ISPs can support this. If you have problems with your Internet service provider and it causes you to lose your online games, you may want to explore the advantages of a VPN. Many professional players often use a VPN to connect, not only because of speed but also because of protection.