Nothinhere if you win a castle in your retal then you'll gain cli protection. As long as they have 10 castles and you know you can break them you're guaranteed protection when you get your castle back. If they have under 10 castles, then you can still win and get your castle + cli, but you also run the risk of not winning a castle due to the chancified castles rule for the first 10 (20% chance to win castle if they have 2, 30% chance if they have 3, 40% at 4, etc), no castle = no cli.
If you retal and lose or only get land, then you'd have no protection.