The gpg-protect-tool does not set the session_env when calling the
gnupg_prepare_get_passphrase() function.

Due to the change in gpg-agent introduced in the commit 5064 it no longer
remembers the display from previous connections. That seems like a correct
change however it means that as the protect-tool will not set the display option
X based pinentries will not work when started up from a gpg-agent running on
background.