For TCP/IP to work (the connection protocol the internet is built on), it MUST known a destination and source.
A VPN (it the consumer sense) alters the routing of information in such a way that there is no direct path to the requesting party (yourself) from a destination (a website).
If you access a website from a AWS machine, the destination party will know your AWS machine's IP address.
If you access a website from a AWS machine, which then tunnels its connections through a VPN, then the destination party will see the VPN's IP address.
http://security.stackexchange.com/questions/148750/what-are-the-advantages-of-paying-for-a-vpn-service-as-opposed-to-hosting-your-o/148757#148757What are the advantages of paying for a VPN service as opposed to hosting your own?