Revert parts of 7e69ac220dd

This fixes the tex2lyx test test-refstyle-theorems.tex. It seems that the
intent of the fix was to remove a \protect in front of a \caption,
\captionabove or \captionbelow, but the implementation did not really do that.
Furthermore, it is not clear in which cases a \protect in front of a caption
needs to removed, and in which cases it needs to be kept: After looking at the
LyX sources I could not see that caprions are always output with \protect.