The difficulty is that a VPN isn't just a product like ProtonVPN, it's a huge family of software and protocols.

You can block vpn.protonvpn.com, but since most operating systems come with VPN functionality out of the box, you'd have to start listening to all traffic (not just DNS lookups) and blocking ALL packets that might be VPN traffic without causing regular disruption to non-vpn traffic.

TL;DR: it's easy to prevent unmotivated users from downloading a VPN app. It's practically impossible to block a motivated user from using a VPN, and they're the users you particularly care about.