The issue isn't likely a firewall. If you haven't intentionally used a firewall in Ubuntu, it's probably not set up (it's installed but not automatically turned on).
I found the following solution to this particular problem on another forum for Arch Linux users here.
Proton VPN adds a file that blocks the ability to use the internet the usual, non-VPN way. Uninstalling Proton doesn't automatically delete this file, so it needs to be manually removed. To do so:
open up Ubuntu's terminal app and enter (or copy and paste this command and hit Enter)
nmcli connection show --active
in the info that shows up, look for something that says "pvpn-ipv6leak-protection"
if you see the above in the list, then enter (or copy/paste)...
nmcli connection delete pvpn-ipv6leak-protection
...and close the terminal
you may need to restart the computer for the solution to take effect
If "pvpn-ipv6leak-protection" does show up in the list mentioned above but this solution doesn't quite solve the issue, you may then have to...
right-click on the wifi icon in your taskbar and open Configure Network Connections. In the left-hand panel, select whatever your particular wifi is called and click the minus sign below to "remove selected connection"
restart your computer
after rebooting, "regular-click" your wifi icon to bring up the list of available wifi networks, select the one you want to use and enter the password, if you have one (and you should have one!)