...it (Outrage) is disrupted if it is not successful due to missing, sleeping, paralysis, freeze, flinching, a Protecting target, or Wonder Guard immunity. If a disruption occurs on what would have been the final, confusion-inducing turn of Outrage, the user will always become confused.
Source
If Outrage is blocked by a Pokémon using Protect, unless it is the Outrage users last turn of Outrage, it will stop without causing confusion. So it might not have had been your last Outrage turn, and ergo you didn't get confused after getting blocked by Protect.
Hope it helped.
