The answer to this will almost always be no, but in some rare cases the ping might actually improve.

A VPN connection adds an additional place for your traffic to go to, which will inevitably increase the amount of time it takes for packets to travel from you to a game server.

Let's say you want to go from your house to the store which will take 15 minutes. Now let's add an additional stop in the middle to go to the post office. Well this stop will inevitably add time to the overall trip. It's the same with internet packets; the more stops to go through, the higher the ping will be. 

In rare cases though, the Windscribe connection actually might help with ping. The reason for this is that the routing between you and the game server can be very bad and packets would take a while to travel that route. But connecting to Windscribe will give you a better route where packets can travel much faster to the point that even with the extra stop at the VPN server, they will still get to the game servers faster. 

Sticking with the store analogy above, this would be like going from your house to the store, but the road to the store is full of traffic that you would have to sit in for a long time. But if you go to the post office first, you would have to take a different road with no traffic and end up at the store even sooner than if you went there directly. 

We have a whole blog article discussing if using a VPN for gaming is a good idea, you can check it out here: https://blog.windscribe.com/should-you-use-a-vpn-for-gaming/