Why requests go not to the provider?

Question

VPN

Please tell me the literature, or some article on the subject.
I don’t understand what kind of anonymity can be if my request first goes to the provider, because this is how it works? And if the data can be encrypted, then the domain I am accessing cannot be encrypted.
Here I connected a proxy, for example. I make a request to the site "example.com". In order for the request to go through the proxy, you first need to find the server specified in the proxy, right? It turns out that I make a request to the provider, they say here is a proxy, make a request through it.
I'm not talking about i2p, tor, etc. anymore.
I understand that I am mistaken (at least I hope so, otherwise it is sad without anonymity). Therefore, I ask only to push on the literature, I will be very grateful. Well, you can explain it that way, of course :)

Answer 1

https://linkmeup.ru/blog/11.html