As the name implies, some programs are protected, such as with anti-cheat, but you are still able to adjust these programs manually with some registry editing. If this could be done through process lasso, it'd make management a loooooot easier for said programs.
Here is an example.
https://answers.microsoft.com/en-us/windows/forum/all/how-to-permanently-set-priority-processes-using/df82bd40-ce52-4b84-af34-4d93da17d079
Very useful additional feature.
We actually added that a couple months ago: https://bitsum.com/product-update/process-lasso-15-0-registry-enforced-priorities/
However, Windows does not support setting affinities using this method, only priorities.