[ He reached out a hand to snag the lantern and set about installing it from a beam near the center of the room where it's light would end up doing the most good. ]

I'm no one's protector.

[ Except Aziraphale and the world... And potentially anyone who was in trouble that might result in death... Point was he didn't feel like a protector. ]

Maybe that's the difference. Shadow isn't either. He would rather kick up his heels and chase deer.