Should you protect pawn with King when you do O-O-O castle?

19... Bxa1 also wasn't good due to 20. Bg4+, winning the black queen.
As to the question of your subject, it depends. I've seen Kb8/Kb2 after queenside castling in a lot of games. Each position is different. Sometimes you can ignore, sometimes you can wait. After Qa4, Kb8 is probably fine (though I could be wrong).
In this game, b1/b8 wasn't a triviality. By leaving that hanging pawn, the white Queen was able to invade into forbidden territory, thereby forever altering the course of the rest of my life. Because of this very thread, I now know it's OK to protect that pawn with my Kb8, and live out a very different sort of life until I pass.