It's just strange not to use it. As the healer, your primary job is looking after the party, and DPS spells should always take a backseat to that. Why wouldn't you want added defence for the full run at the cost of a few seconds?

That said, I changed to a new class for the first time (DPS) after being solely a WHM and on one of my first dungeon runs, the CNJ didn't cast Protect. Everyone stood around waiting for it, but nothing.

I was left very ????? ?? ???? by it, since it just seemed default CNJ practice to use it. He ended up being pretty bad though, so maybe that's why...