"Protected class" is a somewhat misleading phrase: the rule is that there are certain characteristics that you cannot legally discriminate on the basis of, not certain groups of people that are protected and some that aren't (at least mostly).

Race, religion, national origin, sex, these all apply regardless of which specific group you're in under that banner. There are a few categories which are really only defined as applying to "one side", but they're generally not controversial (the laws against pregnancy discrimination, for example). Age is the one big outlier: the law against age discrimination in employment applies only to people over 40.