While most of us are working towards having a huge cock, I don't think anyone's looking to have a penis big enough to require protein supplements. If you're working out a large muscle group, such as the legs, protein supplements can help promote stronger and faster muscle growth. Any growth or repair of tissue damage that occurs as a result of PE will be more than adequately provided by a healthy diet; which should include good sources of natural proteins.
If you're drinking protein shakes exclusively for PE and you don't workout at the gym, I fear you're wasting your money.