It might be interesting to ride closely behind someone whose speed matches mine, but what's the protocol for doing this, apart from road safety concerns?

In my experience, if you can keep up then you can draft someone. There's no asking involved, but it is appreciated if you switch up to lead for a little while.

At the speeds you're talking, with the exception of those on electric bikes, most of those cyclists will be involved in some form of cycling (track or road, mountain less so) so they aren't as bothered as others might be. Some will get "cat 6" on you, and try to drop you if they notice.

The real issue is that the person leading needs to communicate their movement, like avoiding obstacles (glass, people, holes, etc). Drafting really close (wheels are close, or overlapping) gets more dangerous at the higher speeds because as a draftee you don't have the time to react to quick braking/etc. As a drafter, you should not be relying on the leader/person ahead to point stuff out - you should be looking ahead and around to anticipate as much as you can for yourself.

does it cost you more energy when someone is following you, compared to cycling alone?

No. The leader is working harder, breaking the wind for those behind them. Having people behind you doesn't change that.

It might be interesting to ride closely behind someone whose speed matches mine, but what's the protocol for doing this, apart from road safety concerns?

In my experience, if you can keep up then you can draft someone. There's no asking involved, but it is appreciated if you switch up to lead for a little while.

At the speeds you're talking, with the exception of those on electric bikes, most of those cyclists will be involved in some form of cycling (track or road, mountain less so) so they aren't as bothered as others might be. Some will get "cat 6" on you, and try to drop you if they notice.

The real issue is that the person leading needs to communicate their movement, like avoiding obstacles (glass, people, holes, etc). Drafting really close (wheels are close -- within 1 inch/2.5 cm, or far worse - overlapping) gets more dangerous at the higher speeds because as the person drafting, you don't have the time to react to quick braking/etc. As the person drafting, you should not be relying on the leader/person ahead to point stuff out - you should be looking ahead and around to anticipate as much as you can for yourself.

does it cost you more energy when someone is following you, compared to cycling alone?

No. The leader is working harder, breaking the wind for those behind them. Having people behind you doesn't change that.