Some examples for PRO.
On the attack, using drill troops means that when attacking at odds less than about 99% you will usually earn twice as much xp as you do with other promotions which affect the base strengths, like Combat and City Raider. So Drill troops are great for killing defenders after doing the collateral damage on a city. Obviously here the advantage PRO gives is that you start with Drill 1. Because drill units earn xp about twice as fast, it also means they become highly promoted a lot faster, so Drill IV units often don't take very long to achieve at all. If your units start out with, say, 5xp, it would take 2 or 3 battle wins to get to 10xp, or 1 or 2 if charismatic too.
Newly captured cities usually take a while before any city defenses kick in. CG3 troops, especially ones with also drill promotions, are very strong at defending newly captured cities immediately. City raider units are extremely weak in newly captured cities, as they are often injured, have no fortify bonus and are pretty much sitting ducks. No offensive SoD is successful without stack defenders. The PRO trait makes stack defending pretty easy as you conquer cities.
The cheap cost of city walls and castles are probably more useful against human players, because it means it will take them longer or make them use more siege if they ever attack your cities, giving you more time to bring units and kill off the attack easily. But against AIs, a smart AI will usually reduce your defenses to 0, or very near 0, before he attacks. With walls and or a castle it gives you heaps of time to prepare your own stack to wipe his out while they sit there bombarding your city.
Drill IV longbows (with CG1 if protective), especially if well fortified in a hill city are practically invincible. Even if the city defenses are bombarded to zero, they still have a strength of 13.2 with 4-7 first strikes, suffer 60% less collateral damage and have +10% vs. mounted units. This only takes three promotions... 10xp usually, or 8xp if playing as Churchill who is PRO/CHA.
The CG promotions work in forts. If you are intelligent about where you place your own forts, or taking over enemy ones, you can hold these points with great ease as a PRO leader. Fort defenses cannot be bombarded so it's often easier to defend hill forts or forrest forts than it is to defend cities.
Overall though, Protective is not a strong trait if you are used to walking all over the AIs which often equates to playing below the difficulty level you should be playing. In games against strong AIs (ie. high difficulty level) or human players you need to be realistic about the fact your units will get attacked. The fact most players will play below their difficulty means they will usually be quick to judge PRO as useless. IMO the strength is not really in the cheap walls or castles (which most people usually use as evidence of PRO being useless) but in the 2 free promotions available to a huge number of units. On the other hand, most people don't judge the AGG trait on the cheap barracks but the Combat promotion.
Here is an example from another thread I posted a while ago, where a Drill IV longbow singlehandedly took out most of a city attack.
Consider this city I just recently took from America. The strongest defender I put in there was a Drill IV, C1, CG1 longbowman. It single-handedly killed most of America's counter-attack - 5 catapults, 2 swordsmen and 1 horse archer. After that it had enough damage that the next longbowman was used and it died to the next horse archer. Examples like this are not uncommon when you have Drill IV troops with good defense bonuses.
Spoiler :
Note in the screenshot it has combat 2 as well but for memory I did that promotion on the current turn, and hence it also has more health than it would have had at the beginning of the turn.
