I don’t self host my email either. I got my registrar, DNS and email separate from each other so if any of them goes bad I can switch with minimum fuss.
But that makes it all the more important to be able to download all your mail from your provider.
Proton currently has two proprietary things you can use to download, a “bridge” PC app that pretends to speak IMAP, and a download tool. The bridge will be discontinued after they launch their propeietary PC mail app so that leaves just the proprietary download tool, which only does .eml. format.