As I am always afraid of keylogger and viruses "seeing" me tipping in the seed into my wallet I wonder if it may be more secure if I use a VPN tunnel to go into the internet.
A VPN don't protect you about a keylogger.
I don't see a useful case to use a vpn to protect your seed.
If you fear keylogger, Virtualbox or any other Virtualmachine Software can help you. Also a combination of Copy/Paste and writing can prevent a keylogger to get your full seed.
Feel free to read somethings about VPN here.