Here's why:

* Protista is a diverse kingdom: Protists are a very diverse group of organisms, including algae, protozoa, and slime molds.

* Cell walls vary:

* Some protists have cell walls: For example, algae, like diatoms and green algae, have cell walls made of cellulose, silica, or other materials.

* Other protists lack cell walls: Protozoa, like amoeba, lack a cell wall and have a flexible cell membrane.

* Some protists have a different type of cell wall: Slime molds have a cell wall that is present in certain stages of their life cycle, composed of cellulose and other materials.

In summary: It's incorrect to say that all protists have cell walls or that they all lack cell walls. The presence or absence of a cell wall depends on the specific type of protist being considered.