“Protestants” are not a monolith and can have very different ideas. And no, I was not thinking of good works, it’s more general than that. The New Testament is all about being merciful, letting go of hate and not seeking retribution. How we are supposed to act on those ideals is not always clear, but that is a recurring theme in the foundational book of all Christian denominations (the big ones anyway).
Anyway, that was mostly rhetorical. The actual reason is that religion is just a way of making a point without having to support it, the ultimate appeal to authority. These people are happy claiming that Jesus loves people, except for some scapegoats, whom he hates. It’s pathetic, really. I have a lot of respect for people who actually live in accordance with their principles, even if I don’t agree with them. None of the Christian I know who are like that support the death penalty.