My definition of protective style is hair tucked away, protected from the outside elements such as sun,wind,rain,snow,etc.
Roller Sets, and the "out"styles do not protect the ends and should not be relied on for length retention. They are however, low manipulation styles, in that, heat is not required to create those styles. They are better choices than blow-drying or flat-ironing your hair. Personally, I would wear a roller set or out styles for only one day, which is usually when I want to dress up. I do not consider these styles as protective at all but they are low manipulation styles.
If your goal is to retain length, I would advise that you definitely do more protective styles. Examples of protective styles are Braids, Cornrows, wigs, buns, updos, french braids etc. the ends are definitely protected from the outside elements. I have to zero in on the braids and twists. If you are wearing braid extensions, you are definitely protecting your hair. I, personally, am not a big fan of extensions as they rake out my edges, however, some naturals do not have any problem with it. However, Braids and twists done without extensions, in my opinion (again, my opinion, based on my experience), are not really protecting the ends. However, if the ends are tucked in, then I can consider them as a protective style.
I have had issues (tangles) with me ends especially with twists, but when I tucked them in, I retained moisture better and experienced less tangles.