Problem:
Conditional logic in check_protocol() that checks if a protocol is supported,
is duplicated twice. Moreover, the first set of checks to ascertain if a
protocol is supported is done regardless of whether the particular protocol
will be built into the library or not.

Solution:
* Simplify/collapse all supported protocol checks into one in check_protocol()
* Enclose pgm/epgm/norm socket+protocol match checks with requisite macros