i prefer not having a protector on mine also, but they do offer some advantages.
one is that they don't show smudges as much (at least the anti glare don't).
another, is that if you do crack your screen you won't have to worry about shards.
and third is (obviously) scratches.
given that these are pen input devices, getting a grain of sand or other hard material stuck on the tip is easier than you'd think. there are quite a few people scratching their notes (all variants) just from penning and not realizing the nibs have been contaminated.
i may end up getting a protector later b/c once you see a scratch you can't unsee it, lol.