I think you are confusing privacy with security, which is a common mistake, not your fault -- end-to-end encryption is what secures the messages, by itself it does not ensure that the messages get to the right place or that the encryption keys are belonging to the right people. It needs to be used in combination with other methods and techniques. Explicit features that are in the domain of "privacy" would be ensuring messages are deleted on a regular basis, or some kind of key cycling, or an anonymizing service like tor, etc.
To use your example of emailing the police chief: let's say your threat profile is that you're being stalked by a criminal, and you want to email the police to give them information on this crime, but you don't want the criminal to know. If the criminal breaks into your email, or if your house is broken into and a hidden camera is placed behind your computer, it makes little difference whether you have end-to-end encryption or not, your privacy is still violated. Does that explain it better? Maybe Proton could have some better messaging around this, if their customers are getting privacy and security confused?