Sponges have specialized cells that resemble the parts of the same animal unlike a group of individual cells composed of individual organisms. Protists are unicellular, and live in isolation even when there's a bunch of them stacked close to each other. They are unspecialized cells.
Sponges have a body skeleton that is not composed of cells. They perform sexual reproduction by forming both the male and the female gametes. All these features are absent in the protists.