To talk about the Circle of Protections we have to go back to Ninth Edition. Up to this set, when the five original Circle of Protections were printed it was always all five; with Ninth Edition that was changed to only feature white's two enemy colors: Black and Red.
However, the original Circle of Protections are far from the only round objects in Magic. How about Oblivion Ring? It was first printed in Lorwyn and unless you were paying attention you might have missed the ring:
Oblivion Ring | Art by Wayne England
Circles are a regular appearance in Magic, showing up in art regularly even if the card isn't named with something round. I'm sure as you go digging through card art you'll discover circles you never noticed before, perhaps at quite a... surprising ratio?