VPNs route your traffic so that it appears you are connecting from someplace else. They don’t do man-in-the-middle attacks. In your link, it is HTTPS not HTTP, which means it is encrypted by a SSL certificate. If a VPN server were downloading and decrypting HTTPS content, modifying it, and re-encrypting the content, your web browser will complain about the SSL certificate.
To avoid this, you would need to purposely download the SSL certificate of the VPN server into your computer, store it, and tell your computer to trust it. The VPN server would then need to know it should act as a proxy server, downloading content, modifying it, and then sending it to you…but only to you, because you downloaded and trusted the certificate. Every other VPN user who hasn’t done it wouldn’t get that behavior and their traffic will just be routed like they should be.
Hopefully you can see how unlikely it is for a VPN server to change content on you. And that would also imply that the server would need to know how to change the content.
It is more likely that if DNS doesn’t point you to where you can download the needed components, then they will not be rendered. Maybe the website hides download links and will only display them if it can download icons for the links.
Even if your VPN provider set up a proxy server, like I said earlier your computer will warn you about the SSL certificate. Do you remember telling yourself you want to trust the certificate and took 10+ steps to download it and store it on your computer? Do you remember configuring your computer to use a proxy server that your VPN provider provided?
If you didn’t do either, it is more likely that the dynamically-generated web site rendered different results based on what components are available.
Just to explain dynamically-generated websites, think of a website like Amazon or Ebay. They don’t create millions of websites for every possible search term (shoes, white shoes, white girl shoes, white bowling shoes). They create a template page, which has certain parts dynamically changed based on parameters. If you searched white shoes, it’ll show you white shoes from Nike, New Balance, etc. You can click on any of the items. But if Reebok isn’t listed, you won’t have a link to click on.
In the same way, if your website isn’t able to download all the components necessary for the rendering, it’ll be left out.
Try setting your DNS servers to something reliable, like Google’s 8.8.8.8 server. When you connect to all of your VPN servers, you should be able to see the websites properly (assuming that DNS is the issue, which usually is one of the most common issues).