It seems that out of all the Horcruxes, only one (the locket) was actually well protected.
Why were the others not protected nearly as well?
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There are 2 sides to the answer:
First, because he was going for diversification. They were all protected, but in different ways, including location. Remember that there were 6 of the Horcruxes, and it was better to hide and protect them in different areas/methods than all the same.
Second, they weren't as unprotected (even compared to the locket) as it appears at first glance.
Magical protection: it was able to take over the mind of anyone writing into it. Kinda selective protection, not very versatile, admittedly.
Location protection: Entrusted to Lucius. He lived in a mansion which nobody would have access to, likely with well designed hiding places.
The Gaunt ring:
Magical protection: it was protected with a major-league curse (the one that hit Dumbledore). If it wasn't for Dumbledore's own might and Snape's prodigious skill, that curse would likely be the immediate end of whoever touched the ring.
Location protection: it was hidden in a place that nobody was likely to visit since very few people knew Voldemort's past.
Magical protection: Had corrupting power on the wearer, including ability to talk them into serving Voldemort (see the scene in HP7 where Ron is being convinced by the locket that Harry and Hermione are a pair). Plus all the protections on the original hiding place.
Location protection: First, almost nobody would come to that place naturally, and almost nothing connected it with Voldemort. Second, all the major magical protections we saw Dumbledore having to overcome in the end of HP6.
Magical protection: Nothing explicit, but see location protection.
Location protection: Entrusted to Lestranges to keep in a Gringotts' vault. Remember that this had super-extra-uber protections, from goblin security to dragon to anti-thief spells. The only one who ever broke into a Gringott's vault before Harry and co was Voldemort himself!
Magical protection: Nothing explicit known, but see location protection.
Location protection: entrusted to Room of Hidden Things. Needle in a haystack kinda thing, AND almost nobody knew how to get into the room in the first place.
Nagini was protected by a magical cage, and once there was explicit danger to her, by the presence of Voldemort himself.
Well for one thing most people, if they found what Voldemort had created, wouldn't think:
Hey I wonder if he used a diadem that belonged to Rowena Ravenclaw 1000 years ago that has been lost forever as one of his horcruxes since he's not a Ravenclaw, it's been lost forever, and what sane person would take a tiara that can make you really smart, has hidden knowledge and wisdom and then turn it into a horcrux... It makes no sense whatsoever.
Also we don't really know if the diadem does anything to someone who puts it onto their head. Maybe it was cursed. We never found out because of Crabbe's fire.
Well, Voldemort most probably was trying to vary the ways he his his Horcruxes, so nobody could really discover them easily.
The Gaunt Ring -
Slytherin's Locket -
Hufflepuff's Cup -
Ravenclaw's Diadem -