That would be acceptable, as long as the person keeps it clear that that's what they are doing and doesn't get too involved (it's a public opinion issue, don't become too much of a hero or people will wonder at your motivation etc - but protecting a handful of people/people is definitely not going to be a problem with the powers that be)

Note: If they protect a business that happened to be paying protection fees to Albero before, the shop owner will be worried that they just swapped protection fee recipient and approach the protector about modalities. In case you want to play with that, just assume that the shop/store/business in question is one of those.