L'effetto non "si attiva", nel senso che i danni inflitti da piroclasma vengono prevenuti da "protezione dal rosso". Dalle regole:
Cita:
Protection is a static ability. A permanent with protection from [quality] can't be targeted by [quality] spells, targeted by abilities from a [quality] source, or enchanted by [quality] enchantments. Such enchantments enchanting the permanent with protection will be put into their owners' graveyards as a state-based effect. If a creature with protection attacks, it can't be blocked by [quality] creatures. In addition, all damage dealt to it from [quality] sources is prevented.
Edit: Forse non avevo capito la domanda. Nulla ti impedisce di giocare ugualmente piroclasma, e le creature senza protezione dal rosso subiranno normalmente i danni.