Ping with VPN

Hi. I am using the NextDNS CLI. And I am testing two VPN services Mullvad VPN and ProtonVPN. When testing the ping (https://ping.nextdns.io/) I got three options: The first screenshot is my real ping without VPN. The second screenshot is with the connection to MullvadVPN. The third screenshot is with the connection to ProtonVPN. Why is the ping lower with ProtonVPN?
That said, I did a route trace and it's more likely to be true. Last screenshot.