The bug
As of this pre-release, you can no longer combine different protection enchantments. In the changelog, there is this line:
Reverted enchanting system to how it was before 1.14
... but MC-141961 has been resolved as "Works As Intended", thus making it unclear whether the change in 1.14.3-pre2 was supposed to make protection enchantments incompatible with each other again.
To reproduce
Grab a piece of armor, and two enchanted books with two different protection enchantments (for example: Protection IV and Fire Protection IV)
Combine the armor piece with one of the books on an anvil
Try to combine the armor piece with the other book
→ ❌ It isn't possible to combine the armor piece with that book.
Linked issues
is duplicated by 10
Comments 9
This isn't the console version and this feature was confirmed in the past to be "working as intended."
To clarify:
Starting in 1.14 snapshots (I don't remember which one), Mojang announced that multiple protection enchantments could be placed on the same piece of armor. However, as you said, 1.14 pre-2 declared that this feature had been removed. MC-141961 was marked as WAI before 1.14 pre-2 came out. This is simply mojang changing their mind about this feature.

Changing their minds about a major enchantment feature in a .3 "bugfix"-prerelease, after stating in an earlier bug-report that this is working as intended, is not something you shold be doing in my opinion.
I hope this was not the case.

Mojang made the decision then, and made a different decision now. It happens.
I don't think anyone is debating that minds change or that in many cases it's for the better. The question here, however, is whether or not these type of major mechanic changes should be occurring in point releases. I personally liked the new enchanting system and I find it rather irritating that Mojang continues to make major mechanic changes in the point releases.

There was another issue that might have been caused by the enchanting changes, I believe this was MC-148986. It was decided that the changes from before had to be reverted, but Mojang is still taking feedback about this.
Thanks for the link. I also noticed that issue during survival game play. However, I did not find it to be too limiting - it just motivated me to find the appropriate villager with Looting III/Fortune III/Silk Touch. In the mean time, I could also just combine two level II enchants or 4 level I enchants to get it if it was critical early on ( which I did ). From my perspective, I don't see it as too much of an issue.
This shouldn't have been changed again, considering how useless other Protection types are compared to Protection.
Wasn't this so called "secret feature" on the other console editions (way before 1.14) and was patched due to confirm it was a bug?