I don't want to play anything from Proton Drive, I don't want it to do anything beyond storing files. I want any kind of active content disabled or blocked, because making these things possible leads to vulnerabilities.

This article indicates the company is not looking at safeguarding customers' data but wasting their efforts on idiotic marketing. What are they doing? Why?

How was this done?

It's their internally coded easter egg. They made a small blog post about rich media in Protondrive: https://proton.me/support/play-doom-online