Most likely because for protected mode to function, there is a certain minimal amount of housekeeping data tables that need to be setup properly (i.e. LDT, GDT,

Most likely because for protected mode to function, there is a certain minimal amount of housekeeping data tables that need to be setup properly (i.e. LDT, GDT, IDT, etc), otherwise you'll just immediately take a double fault and the CPU will halt. Real mode exists today as a gateway to setting up all those housekeeping data tables so that once the "protected mode" switch is flipped on, the CPU will actually find code to execute.