It would be nice to be able to add a connection settings in the ProtonMail app whether it is on windows, Mac or Linux (but mainly in Linux because more easy to setup) to be able to connect through a proxy socks5, http, https (preferably socks5) for adding a secure link layer like going through tor. This is in the case you are already running a vpn and you (as you should) run tor or i2p inside that vpn tunnel too.
I feel more secure to use the app than to use a browser to be honest with all the exploit which could make things go wrong inside a browser through an exploit and going outside the sandbox.