<p>Well, he was protected......from Harry killing him. But Harry didn't throw out a killing curse. Voldemort's curse backfired on himself.</p>
<p>I agree with you that at the time of death Snape's last thought was probably of Lily. Everything he did was driven by his love for her. But he still had the presence of mind to tell Harry to take the memories, knowing Harry would remember what the stuff was from the pensieve experience he had with Snape's memories in OP. Hermione and Ron had never seen that stuff and would probably have just let it all dissapear.</p>