The link above to the Sony mobile forums says the same story as Sony UK said and I have just repeated. I think there is some confusion here but I am not sure exactly how it is being interpreted. Just because the extra protector is not included in the box doesn't mean its not recommended....just they were not so generous in that country!
The extra screen protector is a different shape to the laminate sheet already on the phone.
Personally I think its stupid to have two layers. It will reduce further the touchscreen responsiveness. The real issue is that Sony didn't use Gorilla glass. This meant they needed to put a laminate sheet over their own glass. If they had chosen a glass like Gorilla which is already suitably treated not to shatter, then this mess and confusion wouldn't arise.
I took mine off to replace it with a Nilkin screen protector that I got with my case also because 2 screen protectors is quite weird.
Eventually failed putting on that screen protector, if it doesn't work the first time you're stuck with a screen protector full of dust on the adhesive side.. Deciding to leave it like this, the glass feels very good when navigating, no more vacuum cleaning my pockets because the preinstalled protector is a dust magnet and better screen quality (in theory).
I assume no scratches will appear when you just put it inside your pocket without anything inside of it.