Goddamnit. Fuck you, Windows. X.x It's not Proton's fault. And, I can't figure out what the heck is blocking the port the bridge wants to use. On Linux, it's literally a one-liner. On windows, its a goddamn nightmare X.x
Discussion
On Linux, it depends which firewall you use & which interface you use for it.
For example, if you use `ufw` you don't want to write rules to `nftables`, directly.
On Windows it's always the same one, except you install a third party firewall, which often is based on the internal Windows one, anyway.
For your specific situation, I recommend WFC - Windows Firewall Control.
It shows you, which app tries but doesn't get through & you can "unblock" it via its GUI. :)