With Tailscale and other mesh VPN, by default all your machines are client and servers. If you have 3 machines A, B and C, when machine A wants to send something to B it will connect to the server that B has.
These mesh VPN have a central server that is used to help with the discovery of the members, manage ACLs, and in the case one machine is quite hidden and not direct network access can be done act as a relay. Only in that last case do the traffic go through the central server, otherwise the only thing the central server knows is that machine A requested to talk to machine B.
You still have to trust them if you want to use their server, but you can also host your own server (headscale for Tailscale). Though at this point you still need to somewhat trust Tailscale anyway since they re the ones doing the client releases. They could absolutely insert a backdoor and it would work for a while until is is discovered and would then totally ruin their reputation.