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Might be due to a feature called "Alternative Routing", which is enabled by default.
Our alternative routing feature helps you access our service when connections to our servers are blocked. If our software cannot connect directly to our servers, it routes your connection through third-party services (such as AWS) that are unlikely to be blocked.
Source
For more reading, here's a blogpost introducing it from 2020 (last updated 2022). IMO noteworthy excerpt on why it's opt-out rather than opt-in:
Typically, alternative routing is not used; we will only fall back to this method if we suspect Proton is being blocked in your location. We have made this alternate routing opt-out by default because it will only trigger in the rare instances when attempts to censor Proton are detected and because these attempts can occur without notice. Once Proton services are blocked, we do not have the ability to reach out to our users to inform them they should activate this feature.
Try turning that off (must be done individually) and check again. Here are the instructions for the Android apps:
Proton Mail
Settings / Alternative Routing / Off
Proton Calendar
Settings / General / Allow Alternative Routing > Off
Proton VPN
Settings / Advanced Settings / Alternative Routing > Off
I couldn't find it for Proton Drive and Pass, so maybe they don't use it there.