They are a Mail provider. You can't blame a mail provider for providing a mail service.

You are basically asking for them to make it seem like you send mail, but in reality you send the message via some other protocol when it's send to Proton users. At that point you might as well not send mail at all.

As for their jurisdiction: The data protection laws changed after they were founded. They are also lobbying against them and have in fact threatened to stop investing in or even leave Switzerland.