Because the 5000mAh cells are only rated to 10A max, while the Convoy M3 is rated at a max drain of 11A+.
You can order the 5Ah cells, but you will be limited on max mode in terms of runtime.
The description of the S21A says 6000ma at a peak brightness of 2300 lumens. I could be misunderstanding it though.
Oh, you want the S21A, not the new Convoy M3. 
Get the Samsung 50Es then:
Yep.
The 50Es are perfect:
What is the primary difference between protected and unprotected cells?
Is their a safety benefit to protected cells still?
Nah, especially since most of our lights already include the protections, the most important ones being reverse polarity protection and low voltage protection, which the S21A already includes.
So, no, there are no safety benefits, especially since you use quality light(S21A) and a high quality charger(Miboxer C4-12 Upgraded).
That makes sense. Does LG or Samsung offer some options that are protected cells for comparison? I don’t mind paying a little more for peace of mind. I just need one that isn’t re labeled or has a very thin one to fit this light it looks like.
LG or Samsung don’t offer protected cells of any kind.
And besides, protected cells won’t fit in the tubes anyway…
I use Samsung 40T in my S21A and it fits like a glove 
Atm i have no interest in testing another one.
Protected 21700s are not the same size?
I have protected 18650s that for my 18650 flashlights. They looked about the same size as my friend’s unprotected 18650s for his vape.
I wonder if this Lii-40A https://www.aliexpress.com/store/product/2019-LiitoKala-Lii-40A-21700-4000mAh-Li-Ni-Battery-3-7V-40A-for-Electronic-Cigarette-Mod/217753_32846442786.html?spm=2114.12010612.8148356.1.776b62287yFsfm fit Convoy 21700
Protected cells are longer and slightly wider due to having to house an extra protection circuit and additional wrapping.
The Lishen will not fit.
Yes those will fit
I think I would rather have cells close to 5000mah instead of 4000mah. Otherwise I’m not seeing a big difference from my 3800mah 18650 cells. Convoy offers the S2+ in 18650 in almost the same brightness of 1800 lumens with the same LED as the 21700 option.
Do all the lithium cells have less capacity the more output they have?
There are no 3800 mAh 18650 cells.
BTW, as of June 2019, there are no 18650s with capacities of over 3600mAh.
Oops my nitecore 18660 is 3400.
Your nitecore 18650 has an exaggerated rating. Nitecore does not manufacture batteries.