In every major study of calcium supplementation, those who took extra calcium demonstrated either less bone loss or fewer fractures over time than the non-supplemented group.
Men get osteoporosis also, but to a far lesser extent than women.
We see bone loss with age in all groups, but the loss of estrogen in women at menopause accelerates this loss in women. Yes - the more protein consumed, the more calcium is excreted in the urine. For each gram of protein consumed, about 1 to 1.5 mg of calcium is lost in the urine. That would mean an extra 200mg or so of calcium lost. Excess salt and even caffeine may increase calcium excretion in the urine.