In this link, viewtopic.php?p=774520#p774520
I stated that I contacted ProtonVPN, their response was essentially (see link for quote) systemd is required.
Again, they have several methods (at least webpages) of installing, and one page states that the preferred method is to install the ProtonVPN App, yet they have a page that is more specific for installing on MX-Linux – and one would assume takes precedence.
They also have instructions for installing on Debian, and they have browser extensions.
To put it euphemistically, it's a little disorganized.
IIRC - others have installed it from MXPI>Enabled Repos - ProtonVPN - - not sure which one.
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ALSO – just yesterday I was going to mark that post (and probably another post) as solved as I haven't seen the ProtonVPN Popup Pwd Windows & error msgs for months, but coincidentally, yesterday I received several "Authentication Required, A password is required, Password (box with hidden password), popup" messages, that even continued to occur after logging out and rebooting, but soon disappeared after rebooting.
++EDIT - there have been several/many updates in the past months, so they have/are removing the "wrinkles".

I am also - like many others - running it on SysVinit.
I mention this - and although it's functional now, it still had that problem yesterday – because of fehlix's quote:
Which I could possibly interpret to be:Hmme, seems to work here - kind of out of the box -
Hmme, seems to work here - kind of - out of the box.

With regards to:
By the way, which method did you install it?maybe we add an entry
to MXPI->Network->Proton VPN
Cheers People!