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)
All email services have vendor lock-in unless your using your own domain.
For what it is worth, I just moved my mail from my ISP to my own domain at a hosting service after 30 years. Took about 5 months to get everything changed but if I can do it anyone can.
Downside, using your own domain is probably less private but kind of depends.