Not true. there are screen protectors for the iphone 3G S, which also have the oleophobic coating, and probably the same coating used on the iphone 4. And yet there are screen protectors for the iphone 3G/3G S.
Glass can be scratched depending on where you put it with. I'm using the powersupport HD anti-glare screen protector for my iphone 4 and it's the static type screen protectors so it just sticks. I have not had any issues with the coating coming off from it.
If you are person that does not like scratches then uses the Screen protector.