Well, most probably not. AirVPN's measure was to simply cease providing service to Italy to render themselves out of scope of Piracy Shield. All the server locations are subject to the laws of those server locations.If you're not in Italy, you're anyway free from any of the worries you stated. Italian authorities asking for info on someone who is not in Italy, or simply connected to a server not in Italy, is just plain impossible on so many levels. They can try, of course, but it'll probably never pass.
Also, torrenting as the #1 reason around here to connect to the VPN might be a crime, too, but it's not terrorism justifying hunting people to the end of the world. Clearly define what you want to be protected against and ask the forums for measures you can take; there'll be tons of recommendations. But curb your paranoia, it is not productive.
The prevalent recommendation even across these forums is not to use the VPN alone. Always combine with Tor if you need the safety, and harden whatever apps you want to use over it, most importantly the browser. Mass tracking is done by automated tracking measures such as browser fingerprinting against which a VPN won't help you. This tracking is done to generate money out of you, not for surveillance or some such, anyway.