I would like it to activate on the Protonmail sign-in page.
I'm actually using the F-secure product offered by my isp but I presume the answer given here will generalize.
Dear @Timaeus ,
When you access bank's website or make online payments, Banking Protection activates automatically and blocks all connections that are not necessary for online banking so that they cannot interfere with your transactions. It's not possible to activate Banking Protection on non banking websites.
Browsing Protection however always blocks the access to harmful websites when it is turned on.