My exact words were the major domestic policy initiative. In Lincoln's case, he was pro-tariff and did sign tariff increases into law, but during his presidency he was obviously more concerned about slavery and the Civil War than he was about the tariff. Whereas priority number one for McKinley upon taking office was passing a major tariff bill.
I think it would be pretty fair to say that Lincoln's ability to focus on tariff policy was not handicapped through his own choice, and that the Civil War overshadowing his trade agenda does not mean it didn't actually exist. If we are measuring "protectionist" as an attitude or ideal, which is probably the most reasonable interpretation of this question, the President in question doesn't actually need to put that attitude into practice to be the most ardent protectionist.