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.
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I have selfhosted my mail on my own domain, on a server in my closet, for about 4 years. In that time I never switched over realy important things, like government etc, out of fear of missing an email and not knowing. That was the only reason not to switch for me. I’ve had to move a few times in a short peroid and my career started taking more of my time, so I have less time to manage the server, thus I started looking around. Now I settled on proton, I don’t use any of their domains, only my own, and I’ve switched literally everything over, except for the recovery mail for my domain registrar login. Since proton hosts professionally, I trust them not to drop mails without telling me, and I don’t realy see a reason not to switch over. If I ever want to move provider, or start selfhosting again, I’ll setup the new provider, update the dns for my domain and done.
If you have some specific questions about my setup or choices, let me know, although I’m probably not able to reply in the next 12ish hours.