Tente isso

Sub Proteger()

For Each Plans In ThisWorkbook.Worksheets
Plans.Protect
Next Plans

End Sub

Sub Desproteger()

For Each Plans In ThisWorkbook.Worksheets
Plans.Unprotect
Next Plans

End Sub 

Ve se ajuda:

Sub Protege_Todas_GT()

Const Senha As String = "sua_senha"

For Each Sheet In Worksheets
    On Error Resume Next
    Sheet.Protect Senha
Next

End Sub
Sub Desprotege_Todas_GT()

Const Senha As String = "sua_senha"

For Each Sheet In Worksheets
    On Error Resume Next
    Sheet.Unprotect Senha
Next

End Sub