TSO segment is primarily used for interactive logon to TSO, including line commands and ISPF. For a protected user, who typically doesn't log on interactively, having a TSO segment might seem unnecessary. However, it could be there for specific administrative purposes or legacy configurations.
Despite this, you can still run REXX scripts via the IKJEFT01 program without needing a TSO segment. IKJEFT01 allows you to execute TSO commands and REXX scripts in batch mode, which bypasses the need for an interactive TSO session. This is quite handy for automated tasks and batch processing.