I'm not sure if this is intentional or not, but you can add Protection IV to Elytra's via anvil. I edited the Minecraft wiki to say Protection is applicable through an anvil and the editors removed the edit and said you cannot on Java Edition.
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We're tracking this issue as MC-95555, so this ticket is being resolved and linked as a duplicate.
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You can put any enchantment on just about anything in creative mode.
Try again in survival