
Roleplay does have protagonists, though, it's just that it's very rare in roleplay to have just "one" protagonist.
If you're talking about strictly a private group roleplay with its own separate narrative, then as long as everyone agrees that yes, the story of whatever we're doing revolves around these one/two/three people, then being a protagonist is fine. Same with being the WoL; I know of quite a few roleplaying groups who RP as canon characters or the WoL but it works out just fine for them because they all go along with it in making their own little alternate universe.
Basically: "protagonist" status is determined by whoever you're roleplaying with and the nature of the narrative, because it's the interactions that drive a narrative in a roleplay.
If you're talking about strictly a private group roleplay with its own separate narrative, then as long as everyone agrees that yes, the story of whatever we're doing revolves around these one/two/three people, then being a protagonist is fine. Same with being the WoL; I know of quite a few roleplaying groups who RP as canon characters or the WoL but it works out just fine for them because they all go along with it in making their own little alternate universe.
Basically: "protagonist" status is determined by whoever you're roleplaying with and the nature of the narrative, because it's the interactions that drive a narrative in a roleplay.