I’ve used mullvad before and it was a great experience. As far as anonymity goes, I don’t think you can do any better than mullvad where you even have privacy friendly payment options. That said, I haven’t used proton VPN so I’m not sure how they compare feature-wise

It’s a setting. I believe it’s under security and privacy. Mines been off since forever, but I’m not sure if I turned it off right away or if it came like that.