You don't, I like it coz it minimizes profiling for the component search engines, and gluetun is right there, just point SearxNG at the proxy. I still get reasonable localized results by chosing a nearby exit node.

I mean, you probably don't. But any particular instance CAN be collecting IPs and selling them. Or their security could be compromised.

This is without me knowing a ton about this specific piece of software.

Aside from that, I don't toggle my VPN on and off on a per-site basis.