I know there was conflict between Protestants and Roman Catholic nationalists due to their difference of opinion on Home Rule, but why would the protestants in Ulster and conservative party want to coalesce with England? They weren't exactly 'gaining' anything from it. Did they come from England?
The problem started with the "flight of the Earls" in 1607. After losing a war to England, the Catholic Ulster nobles Hugh O'Donnell, Hugh O'Neil, and others, fled Ireland for Europe. Meanwhile, England brought in Protestant "settlers" from Scotland to "pacify" Ulster. Thus, the formerly most rebellious province of Ireland became the most pro British.
These tensions were exacerbated in the 17th century, first with Cromwell's "to Hell or Connaught" policy that drove many Catholics out of the two eastern provinces, Ulster and Leinster, to Connaught in the northwest, the poorest of the four Irish provinces. Protestant domination of Ulster was further reinforced when Catholic King James II was defeated at the Battle of the Boyne in 1690 by his Protestant son in law, William of Orange in a civil war, (which is why the Protestants call themselves "Orangemen").
Basically, Ulster Protestants were England's "catspaw" in Ireland. As such, they did not want to be part of an independent, Catholic, Ireland. Their preference, which lasts to this day, was to be part of the "United Kingdom" with English Protestants,
The principal reason that Protestants in Ireland opposed Home Rule was fear of extermination.
In every uprising from the Irish Confederate Wars of 1641 to the 1798 rebellion there were numerous massacres of Protestants, and this bred a fear of rule by a Catholic Church dominated majority.
After the establishment of the Free State there was a church/state policy to discriminate against Protestants, evidenced by the decline of the Protestant population from around 10% in 1900 to around 3% today.
Don't agree with a lot of the conclusions drawn in this link but the statistics don't lie. http://www.wesleyjohnston.com/users/ireland/past/protestants_1861_1991.html
The Protestants in Ireland were a small (but wealthy) minority. This put them in a precarious situtation, since an uprising could deprive them of power. If they unite with the United Kingdom of Great Britain, then they are in a much safer place.
If we are talking about the 1800's then you will find a lot of Irish Protestants were in favour of Home Rule, with the Home Rule League being led by Isaac Butt in the 1860's. Many Protestants were against the Act of Union which had abolished the Irish parliament and essentially meant more taxes going back to Britain.
The successor to the Home Rule League, the Irish Parliamentary Party, led to a gradual shift towards a Catholic backed Home Rule and positions hardened. Unionism can be traced back to 1885 with the Irish Loyal and Patriotic Union.