Thanks Tony!

I probably should have mentioned that we have the pivot table set to not store data with the sheet and to refresh the data when it is opened.

With the protection enabled as you suggested, we get messages when we open the sheet:

"That command cannot be performed while a protected sheet contains another PivotTable report based on the same source data."

It then suggests we remove protection, and indicates that it failed to refresh (although data does display). We only have one sheet and one pivot table.