Both auto-forwarding and auto-reply are paid features, which makes cancelling & switching much more difficult. Gmail is a breeze comparatively. I highly recommend against using their addresses (e.g. protonmail.com, proton.me, pm.me)
Email forwarding is available for everyone with a paid Proton Mail plan.
(source)
Nothing is preventing you from changing those email addresses to the one you now have on your own domain.
The ignorance from OP is not vendor lock-in.
Yes there is it’s called procrastination
Uh, yes there is, by the inherent nature of how addresses (i.e. public identifiers) work.
An IP address, email address, physical address, etc, is a mechanism to have a string of text, become a unique identifier for something, so that you can just share that piece of text to refer to it.
Once you give out that piece of text, you no longer have control of it. I can give it to someone and then someone else could ask them about it, and they pass it on, and now I have no idea who has this unique identifier that represents me anywhere out there in the world. I can ask the first person to update their records but I have no guarantee that they’ll do it successfully or that they’ll remember every single person who they gave it out to you update.
By the very nature of being an identity provider, you are inherently offering your users something that they should be able to fully own in perpetuity. In those circumstances, it’s problematic if an identity provider insists that you always have to pay for its services, just to have communication from your old identity forwarded.