My understanding is that it doesn’t matter if the VM is bridged or NAT’ed when clicking on suspicious links or downloading infected software since your network will still be “compromised” because it still has to exit through your public IP address and can be traced back.

I know that there’s websites out there that you can use for VM to test suspicious links/files but wouldn’t it be the same to just run a VPN or a proxy on your VM and if so then will your host/network still be safe? Would a VPN be better than a proxy so it can safer?

Thanks in advance!