Mi sono accorto che il risultato del \protect è perfetto guardando il pdf risultato, mentre mi si genera una grossa serie di warning associati a hyperref che viene automaticamente richiamato da classicthesis.
`Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `math shift' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\let' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\let' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\setbox' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\z@' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\hbox' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\color@begingroup' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\endgraf' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\endgroup' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\setbox' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\tw@' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\box' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `\tw@' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `subscript' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `subscript' on input line 189.
Package hyperref Warning: Token not allowed in a PDFDocEncoded string,
(hyperref) removing `math shift' on input line 189.`
Mi devo preoccupare? Apparentemente funziona tutto bene.