These aliases are meant to be a "catch all" type email address that forward mail on. Proton does in fact let you create new email addresses from the settings menu that you can send email from but the primary use case with the aliases is so you don't have to disclose your actual email address when signing up for new accounts.
Discussion
Yeah I understand that. But every once in a while I need to write an email and initiate it from the alias… it’s pretty rare but it happens sometimes, and then there’s no option for that