Rhaelya fanatics: "YAS! IT'S A LOVE STORY! HAHA YOU MAD?
The "love" story according the books: A grown ass married man groomed a fifteen year old into escaping with him to a tower far away from her home probably promising the world to her only to impregnate her, not letting her go after she learnt her brother and father were brutally murdered by the married grown man's insane father in question only to leave her to rot and die in the tower for months.
The knights weren't protecting Lyanna, they were tasked to kill anyone who would come close (including Lyanna's family if it were the case) and protect "the promised one" that had to come from her and Rhaegar (obviously Rhaegar because in his mind if he can't be said prince, it has to be HIS son). And there is no way in the seven hells that Lya didn't know Rhaegar commanded them to kill anyone in sight or that her brother and father were brutally murdered thanks to Rhaegar's little escapade. But hey! Lyanna loved him to the end and didn't care about her own family looking for her, the fact that it could make her look terribly bad that people learned she escaped with a married man!
But keep dreaming, I'll be here reminding you this