There appears to be some confusion here. It's not really protective. AFAIK, your enemy doesn't get the buff, and you don't get a buff for protecting your own cities. The range appears to be two tiles, and it's calculated based on the target (not the attacker). Thus, if you use an archer from 4 tiles away to nail a warrior next to a city, you should get +20% and they should get nothing. It's a very powerful offensive belief as long as you have an early religion (i.e., you're able to spread it freely).