Another data point: on Sunday 9/27, I had a delayed 1st segment and called the 1K line to request protection on a later 2nd segment. No pushback, got it done in minutes. My 1st segment ended up delayed 2 hours, I completely missed my original connection, and the protection worked exactly as it is supposed to. Including the backup segment being at the very end of the reservation, and the original segment not getting removed until the flight closed.
So, it's entirely possible that I got a helpful agent who was ignoring the memo, but protection is still a possible thing.