At the end of the day. The main thing people should be aware of is that Cloud Storage is basically you keeping your data on someone else's computer so you must assume as a rule of thumb that that data is vulnerable even if it is allegedly encrypted.
Now Proton has its own share of controversies which make its advertising of Privacy less trustworthy, at least in my eyes. I won't go into details so feel free to do your own research, it will only take a couple web searches.
I personally also use Proton Mail for work but I always try to never communicate anything through it that I feel is risky in the context of my critical personal info.
Self Hosting is not the best solution when it comes to Mail Servers because of the whole domain trust issue yada yada as far as I am aware. (I don't have the resources or the money to self host so I am going through someone else's shared experience.) But it's definitely the most concrete solution for privacy.
You don't own games on Steam either.