Like any parent, God is keenly interested in protecting His children. Therefore, whatever God recommends is always in our best interest. Yes, even when God recommends risky things -- like love, or honesty, for example. We're better off taking those risks, brothers and sisters.
Of course, when we're identified with ego, we think self-protection means being super-sovereign, and looking out for ourself -- instead of listening to God. But that just leads to a mess of unwise choices -- and pain. Oh friends, let me tell you the truth: the only real self-protection is staying close to God, and living as God would have us live.
Another wrong idea is that God will protect and uphold some but not others. For example, some people say only one faith is saved, and all others are damned. And some people pray for one team, or one nation, to win, and its opponents to lose. God protects and upholds the True Self in all its forms, so He does not protect one at another's expense. And indeed, He cannot. True self-protection would never hurt anybody -- because to hurt others is to hurt oneself. True self-protection always protects all.
Such is the connection between God and Self-protection.