The installer is definitely very different than in previous releases. I did not do a custom installation when I installed, so I have not seen the screen you describe.
Proactive Threat Protection (PTP) is not a part of the SEP Mac client. Network Threat Protection (NTP) is currently intrusion prevention only--there is no firewall as part of the SEP Mac client.
My suggestion would be to try RemoveSymantecMacFiles. It has been verified to work with SEP 12.1.4.
Removing Symantec programs for Macintosh by using the RemoveSymantecMacFiles removal utility
http://www.symantec.com/docs/TECH103489
If you can get to that screen again where you saw options to not load NTP, please take screenshots.
Thanks, and I hope this helps.
sandra