While not lately, flying in and out of MSP airspace VFR results in getting in radio line to talk to a controller. Controllers are usually too busy to talk to VFR pilots which usually means just leaving their airspace the way one came in and telling them that. Or, what is not provided and is critical is how many times did the controller call the airliner? Should have been at least 3 times, if not 6 times. So, without this information, calling security for jet intercept is premature and probably outrageous.