Proton VPN uses the Android killswitch, which prevents any connection not going through the configured VPN on a system level. This comes with the downside that lokal connections do not work as well. Depending on your usecase and POV, this can be a positive or a negative. Proton could probably implement their own killswitch, but note that a non-system killswitch can simply be circumvented - which is probably exactly why they don't offer it (yet).