Is there a downside to spoke protectors?
Apart from looks no, but the pie plate won't necessarily protect against what likely happened.

Pie plates are to keep badly adjusted derailleurs out of the spokes. Obviously, maintaining your bike and keeping the limit screws in place will prevent that from happening. 

A stick or squirrel or something caught in your drive train won't necessarily be prevented by the pie plate, because that's not what they are there for.

Unless you regularly smash into things.

I remove the pie plates from all my wheels.