It's not that states can necessarily protect from the federal government but they do have the right to not participate, even prohibit, the assistance by the fed.

Marijuana is a great example. It is a federal crime. 

States have legalized it. 

Federal agents can raid any dispensary in any state where it is legal. But the state would not assist.

As far as not doing it simply because a bunch of progressives might retaliate is nonsense. That isn't a proper justification of not protecting any right.