Does Proof of Existence lose bitcoins?
Well, it's probably not an intended function of the block chain, but I wouldn't call it "unfriendly" because you're not really harming anybody (by reducing the total amount of bitcoins available you're in fact increasing the value of all other bitcoins a little).


  [...] future versions of the protocol may prevent this type of transaction
  from being accepted into the blockchain?


No, because it's not possible. The transaction encoding the document hash looks exactly like any other normal pay-to-address transaction. The only difference is the address which is a representation of the document hash instead of a hashed public key, and therefore there is no private key associated with it (that's why it is unspendable). You can't go back from a hash to it's origin though, so you will never know whether it's spendable or not.