Protestant Heaven is Heaven for Protestants. It is a quiet place where people play croquet or tennis.
When Bart's and Homer's converted to Catholicism, Marge imagined herself in Heaven. St. Peter told her to go to Protestant Heaven. Unfortunately, she noticed that Bart and Homer are entertaining in Catholic Heaven. Then everybody in Catholic Heaven started dancing Irish traditional dance. Marge was sad that she couldn't be with her family and decided to talk with Jesus about her problem, but then she saw him entertaining in Catholic Heaven with Bart and Homer.