Protected more than pretty much anyone else... but certainly not as protected as some clearly wish. Fictional locations in marvel are basically props in stories. Atlantis, Asgard, Attilan, Wakanda, etc ... all these places get blown up on a semi-regular basis before being magically restored the next time we see them. But in the least Wakanda does better than most. It usually takes the bad guys 2-3 shots with them. Not unbeatable... but less beatable than pretty much any one else.
Protected more than pretty much everyone.
Wakanda was in TRO only after it successfully repelled Thanos forces ... something no one else in the story was capable of doing up to that point. Wakanda was defeated a third of the way through Secret Empire, while the US was conquered by Hydra by the first issue.
Wakanda is the most powerful nation on earth ... it's just not unbeatable. Stories will try and have Wakanda hold out better than most places.
Thanos attacked Attilsn personally, but aside from that he didn't need to attack anyone else because no one else offered any real resistance. Wakanda was the only place that sent Thanos forces running... that's why he had to personally get involved.
And there was resistance against Hydra initially in the first issue ... but Shield and the heroes just lost.
In Secret Empire, Hydra took America by force because they had SHIELD and decisively beat all of its heroes. Then despite only really focusing on New Tian, Atlantis, and Wakanda, they made every other country their bitches. Then they beat Atlantis through force, beat New Tian (a smaller Krakoa) through force, and made it a point that Wakanda was making a joke of their army, the largest and most powerful on Earth at the time. T'Challa only lost because Faustus compromised Wakanda against him. And then he only actually surrendered because they were going to make Wakandans kill themselves if he didnt. And then he dunks on Zemo later anyway. Wakanda objectively did the best. And they did the best in Empyre, too, even if that event was truncated so they couldnt really show it.
I don't blind date I make the direct market vibrate
Scarlet Witch was possessed by Chthon and Vision was reprogrammed by a digital virus. Thor . . . no excuse. He just surrendered because he saw HYDRA-Cap lift Mjolnir when he himself couldn't and thought that meant HYDRA-Cap was in the right. At least HYDRA-Cap turned out to be a Cosmic Cube-created copy, but Thor? Yeah . . . no words there. As for the people of the U.S., while some of it was explained away as brainwashing, a lot of them in-story really did buy into what HYDRA-Cap was selling, as an allegory to the history and pattern of fascism taking hold in previously democratic societies, precipitated chiefly by the failure --- real or perceived --- of institutions within those societies that were supposed to serve the public good.
The spider is always on the hunt.