2 Peter 2:6-9
And turning the cities of Sodom and Gomorrha into ashes condemned them with an overthrow, making them an ensample unto those that after should live ungodly; And delivered just Lot, vexed with the filthy conversation of the wicked: (For that righteous man dwelling among them, in seeing and hearing, vexed his righteous soul from day to day with their unlawful deeds

The Lord knoweth how to deliver the godly out of temptations, and to reserve the unjust unto the day of judgment to be punished.
In particular:
"For that righteous man dwelling among them, in seeing and hearing, vexed his righteous soul from day to day with their unlawful deeds"
it says "in seeing and hearing" ... Lot observed what they were doing and saying but there is no indication that he demonstrated against it. He had family there (wife, two daughters, sons-in-law) surely he could have started a campaign?
What good does protesting do, if the hearts of the one's doing the protesting are every bit as unregenerated as the one's they're protesting against? Would that not be a case of the pot calling the kettle black?