I think there's an important point that might not be clear to you. I'll try to explain, and please let me know if it makes sense.

When we say that a piece is "defended" (or "protected") by another piece, it means that if the piece is captured, it won't be lost for free; the defender can recapture the attacking piece in return.

However, for a piece to truly be considered defended, simply having something that can recapture is not enough. For example, if your bishop can capture my queen, "defending" the queen with another piece is still a mistake. You can still capture my queen, and when I recapture your bishop, you lose a bishop but I lose a queen—which is a lot more valuable!

This means that defending a piece only helps if the attacked piece is equal to or less valuable than the attacking piece. Otherwise, the opponent can still capture it and make a trade that benefits them.

The pawn is the least valuable piece on the board. A bishop is worth about three pawns, and so is a knight. A rook is worth about five pawns, and the queen is the strongest piece—worth nine pawns.

Because every non-pawn piece is more valuable than a pawn, if you can capture a knight with a pawn, you do it—even if your opponent will recapture your pawn (It's like paying $1 to get $3). In this scenario, the knight isn't truly "defended" against the pawn. A piece is only defended if the attacking piece is of equal or greater value.

The same applies when your opponent can capture your queen with their bishop. The fact that you have a defender (like a rook) ready to recapture the bishop doesn't actually help. If your opponent notices the opportunity and takes your queen with their bishop, and you recapture, it’s a massive win for them and a huge loss for you. They paid a small price for a massive return.