Why doesn’t Proton strongly encourage paying anonymously like some services and do they log more data than others? Is this concerning for you?

I think you’re confusing Proton VPN with other Proton products in their suite. The stories of them complying with Swiss authorities is about their Proton Mail. Their policies for Proton Mail and Proton VPN are different, since Swiss laws for email service and VPN service are different. So you could create a separate account just for Proton VPN (you need to provide an email address though) and you won’t be logged.