I always use AIQM (Unified Manager) to see the unprotected volumes, it's much convenient to be honest and you could also download the data.
Viewing volume protection status (netapp.com)
Using CLI, I don't know if there is one single command. I see there is a field 'vserver-dr-protection' but I guess that applies to volumes that are SVM-DR protected.
You can try this workaround:
1)::> vol show -type rw = All volumes
2)::> vol show -type DP = Only protected volumes
Put this into notepad++, You can probably filter the 'type' field in excel and get the list of volumes that are unprotected.