I have found protectorates to be a nusiance for that very reason. They ally with the people you are planning on killing! I don't usualy take protectorates just because they hold me back, slow down my empire. The only time that I might take one is if I am playing as a faction with a slow starting economy and the jump-start that they give will speed up my military growth. After that, I just forget about them and continue with my plans. If this means killing them or their allies then so be it. I would rather have their cities to build me more troops than for them to be giving me a few hundred denarii per turn.
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