This is false.
Each time you visit protonmail you re-download (cache can be invalidated) their client. It would be trivial for them to serve a specific user a modified client which uploads their encryption keys.
This problem is not specific to protonmail, any service which contends to be secure with respect to some server (the protocol relies on the client to decrypt stuff the server cannot) can be compromised this way because of implicit trust in the client software which can be modified at any time with no notice - making any auditing entirely meaningless in the case of targeted attacks.
This problem should perhaps be addressed by browsers since it seems they are becoming pseudo operating systems.