Do you plan to in the future? If so, why not do it once and do it right?
A custom domain makes you independent of the email service provider you choose today as you can easily migrate to another in the future without changing your addresses. What happens if Proton gets bought and turns to shit in the future? A custom domain mitigates that risk at the cost of blending in with other users.
I have read some horror stories (example below) involving people accidentally wiping their entire pool of aliases with Proton Pass’s sync functionality, something I have done myself actually, but because I use a custom domain the Catch-All was able to trivially recreate each one.