iPad screens are robust, but the anti-reflection treatment and oleophobic coating can be easily damaged by tiny grit/dust particles that are unavoidable in many environments. The oleophobic coating is a chemical sacrificial layer that will wear-out over time.
A Screen Protector provides an additional defensive barrier - protecting both the original screen finish and the oleophobic coating. The downside is, perhaps, an increase in screen reflectivity and a slight reduction in contrast.
When using a finger, you can “feel” an abrasive particle - and will instinctively moderate finger pressure to avoid damage. The tip of the Pencil, by contrast, does not provide the same level of feel as does a fingertip. Contrary to what you might think, material science tells is that an abrasive particle will abrade a harder surface (the screen) before a softer surface (the pencil tip). This is because the abrasive particle will embed in the softer surface - and will be dragged across the harder surface.
Your iPad screen is an expensive component of your iPad; a screen protector is a sacrificial layer that is easy and relatively cheap to replace.
Some contributors here will suggest that a screen protector is unnecessary - whilst others may be more cautious, favouring the additional protection afforded by a screen protector. It’s entirely your choice.