While it is critically viable to say there are two protagonists, I don't see the viability is suggesting that Mrs. Jones is not classed as a protagonist. Protagonist may substitute the word hero, and Mrs. Jones is certainly heroic in character and actions: she sees a crushing problem oppressing what might rightly be described as a hapless victim of fate (socio-economic limitations, restrictions, and prejudice) and delivers him by giving him a new view of and opportunity in life. Hughes certainly casts her as a hero of the ordinary humanity sort that echoes the Romanticism of Wordsworth: she recognizes the humanity of the boy who makes "contact with" her; she attends to and relieves the boy's needs; she recognizes the boy's individuality and dignity; she teaches right from wrong; she bestows forgiveness; she ushers in a new opportunity.
While Roger might not have the characteristics of a hardened antagonist, he violates Mrs. Jones peace, attempts to rob her, commits social and legal wrong. Since we and Mrs.Jones and Hughes have sympathy for and connection with and hope for Roger, it might be best to cast Roger as a second protagonist and caste society as the antagonist, as it is clear from the text and Hughes' tone that Mrs. Jones is the hero, the guiding light, the protagonist of "Thank You, M'am," an analysis even confirmed in the title, which, though spoken by Roger, highlights Mrs. Jones.