I don't believe they've had any audits or court cases at any point. Generally, I view it as a bad thing when a VPN company gets taken to court or otherwise involved with the authorities, since it indicates they're in the crosshairs of the government and private lobbying interests, so the fact that they've gone under the radar all these years (they were established in 2010) is a plus in my opinion. I suppose a third party audit wouldn't hurt though.
I still switched to them despite the lack of any audit though because from what I'd read on their about us page, the company was established by privacy activists and hackivists, so that was enough for me to trust them, personally. I tend to trust idealist types over finance-driven entities that run tech companies in the pursuit of profit rather than true ideals like the preservation of a free and open internet. I don't fault you for going for a higher standard than that though, at least when it comes to proof.