Messing with protein levels is a double edged sword. You can mess with it, but you have to be careful, and know what you are doing. Too much protein and you can get haze. Too little protein, and you lose body and head formation/retention
Most proteins don't like being boiled and you get hot break in the kettle. Others don't mind so much the boiling, but don't like being cooled quickly and will coagulate then (cold break). Others (a minority) can tolerate all of this and end up in the beer (the yeast release a few as well during fermentation). These are typically small proteins, or peptides produced by the partial breakdown (proteolysis) of bigger proteins. This proteolysis occurs during the malting process. You can do more proteolysis by adding a Protein rest step to your mashing procedure (typically 122-133 F, for 0 to 30 min.)
The maltsters have gotten better at achieving a proper level of proteolysis so that the brewer will not get haze in the final product. It used to be that the modification was not as complete so the brewer would use a protein rest (and others) to get additional breakdown so as not to get haze in the final product.
Nowadays most of the time you will hear folks saying there is no need for a protein rest with today's malts as they are *fully* modified. And this is certainly true when it comes to haze prevention. However, as you are aware, soluble proteins are important for head formation/retention and beer body. Commercial malt is a bit of a compromise as the malt has to work well with a myriad of different kinds of brewhouse. Or in other words, it might not be *fully* modified, as in one step more and you're over the cliff, but is close enough to make everyone happy. So, if one is careful, you can inch yourself closer to the edge if you want. This depends on the malt though. Some are closer to the edge than others. I have eeked a bit more body into pale malt based beers (5 min p-rest), but I find pale malt a bit closer to the edge. I now use mostly pilsner malt as this is typically not as close to the edge and gives me a bit more room to work with. I like using pilsner malt because for me at least I can manipulate the mash to give me all kinds of different bodies, I guess kinda like driving a stick shift (pils malt) versus an automatic (pale malt)
All of that being said, the easist way to get more protein in a beer is to use ingredients that have more protein in them (wheat, flaked barley, rye, oatmeal). However if you want to play with double edged swords, go for it! It can be quite rewarding