Screen sensitivity should be indistinguishable from that of a “naked” iPad screen when using a good quality screen protector.
Zagg have a particularly strong reputation. Speaking of personal experience, gained over many years, I have never experienced any issues with their products.
Textured (“paper like”) film screen protectors offer significantly less protection to the iPad screen - and by definition have a higher coefficient of friction that will inevitably increase wear of the soft plastic pencil tip. The Apple Pencil tips are a consumable item - and should be replaced as soon as any physical wear is evident. Replacement tips are available from Apple in packs of four:
- Apple Pencil Tips - 4 pack
https://store.apple.com/uk/xc/product/MLUN2ZM/A
Some users prefer the increased friction of film - while others favour the more slippery surface of polished glass. Your own preference will doubtless influence your decision, but if protection of the expensive iPad screen is your aim - from both scratches and potential impact - then glass is by far the better choice.