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)
A better question would be, why do domains cost so much.
Domains cost like $1 if you’re flexible. Email hosting is what costs money.