As far as I understand it, that's not how Tailscale works most of the time. The actual connection is established between the VPN nodes, and actual traffic doesn't travel through Tailscale's servers.

The VPS solution is usually the hub of a star-shaped network, so everything has to go through it, which may be limiting, given that, at least where I live, gigabit fiber is fairly widespread and reasonably priced. Most VPSs I see have less bandwidth than that.

There's headscale which allows setting up tailscale with a private server: https://github.com/juanfont/headscale/

Tailscale will fallback to tuns servers which are dumb "cloud" relays if direct connection can't be established.