It's not really about protecting anyone, it's about wanting to win. You have to come into the match ready to stomp the competition, wanting to destroy them and defeat them at all costs.
People who believe that this game has changed, or that there is no need to it seem to forget that in the end it's us against them. It's never them with us, so your point is moot. The fact remains that the Twins are our rival, they are our enemy of sorts, and when you allow your enemy to continue getting the upper hand by instilling and intimidating advantage over our team, you will not win and your enemy will continue doing whatever they please.
You can also say that the Twins just showed they have the better team. For the past ten years the Twins may have had the better team one time or two times out of all of those years and the White Sox saw the lead slip away almost all of them. Why? Because we continue to allow this kind of behavior.
You don't do this for retaliation, you don't do this out of anger from yesterday, you do it because they are your enemy, you do it because they will do anything to beat you and you should do everything to beat them. That's the problem with sports, nobody has a killer instinct anymore, everyone wants to be respectable. You show respect to the people that matter, you show respect to the outside world, to your family, to your friends, but you don't show respect to the people trying to beat you day in and day out. That doesn't mean you kill them, but you have to do everything possible to beat them and if sending a message is one of those things then you better be doing it.