Me neither, and I think in order to get a protectorate you have to share a border, according to the Ludus Magna thread concerning protectorates.
However, Protectorates do break away if you attack their allies, the same way as you´ll seemingly always lose your allies when one faction is allied both to you and a faction you´re attacking.
Allies, on the other hand, have a nasty habit of backstabbing you, they keep doing that all the time. In my Egypt campaign a while back, the Seleucids even proposed an alliance to me only to attack me in the following turn. About that, however I complain much less than about the whole protectorate mess-up.
Oh, here´s a few quotes from the ancient "Lords of Magic" which fit pretty well here:
andIn this wretched world never underestimate the power of an enemy or the potential treachery of a friend
Treat allies as you would a fickle lover: Pursue gently, handle carefully, watch them constantly and never forget that they can turn on you in the blink of an eye
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