I suppose it depends on whether by "Protestant work ethic", you are referring to people who are actually in the Protestant/Calvinist faith, or if you are using it as a euphemism for general workaholism, as there are many non-Protestant communities which espouse hard work and frugality as main tenets to follow in life, which do have a higher rate of multigenerational-housing-based communities.

Also, it would be interesting to explore exactly how and why "protestant work ethic"-based communities and "multigenerational housing"-based communities became generally mutually exclusive, whether there is causation, or just a happenstance correlation.