Multisite / Protect: Network sites shown Protect Deactivated message when still enabled

When Protect is enabled on the main site, other sites in the network don't have the ability to disable Protect.

However, when a network site attempts to disable Protect, they still see the "Protect Deactivated! You can activate it again at any time using the activate link next to each module." message when they deactivate Protect, but the module is still enabled.

Instead, they should be shown a message explaining why Protect can't be disabled.

Reported here: https://wordpress.org/support/topic/jetpack-protect-plugin-row-color-indicates-it-is-active-even-after-deactivation

I've reproduced on Multisite network site using subdomains.
Screenshot:

Reproduce this on a WordPress Multisite network with subdomains, enabling Protect on the main site and attempting to disable it on a network site. Verify that the network site explains why Protect cannot be disabled there instead of showing the deactivation message.

Written by the indexing model from the issue text.