How does sucrose protect bacterial cells in lysozyme solutions?
This is an interesting question and as often, it has been noted by someone before. In this case it has been a researcher named Claes Weibull, who did his research in the 1950s. He noted (as you did) that sucrose has a protective function on the generation of protoplasts from Bacillus megaterium) with lysozyme. He published the following figure (from the first paper below):



He did not really explain the phenomenon, but speculated about protective function of the sugar in solution when the bacterial cell wall is removed. This also works with PEG in solution (see the third paper below).
He published a number of papers on this (if you look him up in Pubmed, you will find more articles, but these seem most relevant):


The isolation of protoplasts from Bacillus Megaterium by controlled treatment with lysozyme
Characterization of the protoplasmic constituents of bacillus
megaterium.
Osmotic properties of protoplasts of Bacillus megaterium.


It seems also possible to cultivate these protoplasts on agar plates and let them form "normal shaped" bacteria again:


Morphological study of the reversion to bacillary form, of Bacillus
megaterium protoplasts.