That is the issue, I think. I don't see any problem with a Catholic musician giving a concert in a Protestant church, or participating in a secular event that happens to take place in one. (I am thinking of an Independence Day event that took place every year in the town I grew up in. They had it in a big Presbyterian Church just because of the size of the building.) However, playing music for a Protestant service is not just attending but taking a leadership role in Protestant worship. I probably take a more permissive view of such things than many here, but I can't see how it would be okay to actually lead Protest worship, ot to lead the music for such a service.
What about the reverse? Could a Protestant musician play in a Catholic service? One of the best church musicians I ever know was an Episcopalian. He played at a Catholic Church, and the music at the Mass he played for was both much better aesthetically and much more orthodox than the folk nonsense at the other Masses.