However, shouldn't we have protected these questions first? And maybe add some kind of banner at the top of the question?
No. And perhaps a bit yes. Protecting is a preventive measure, HNQ removal is a reactive one. Protecting questions instead of pushing them out of HNQ isn't an option. Ideally, the posts would've been protected before they got bad enough to be removed from HNQ. When posts are in a state as bad as the ones that were recently removed however, the time for preventive measures is long past.
Do note that not all of the problems in these posts wouldn't have been blocked by protection either, because the users causing the problems have more than 10 reputation points already. For example, for the most recently removed question, only 3 posts would've been blocked by those reputation requirements.
Protecting a post that's already a mess does nothing to make moderating that post easier for the community: It does not prevent HNQ visitors from seeing opinions or duplicate answers, upvoting those, sending false signals about post quality, and at the same time making these posts ineligible for deletion by the community.
If the community can't keep up with flagging and deleting opinions before HNQ upvotes them, that means there's a bunch of broken windows being shown off to the network. Broken windows are not a thing to show off. Again, protection might've prevented some broken windows, but it does nothing to make repairing them easier. Now that the questions are off HNQ, the community can take control of voting again and hopefully clean up the mess that HNQ exacerbated.