Setting aside the current issue of usability with the 2018 iPad Pro models, the choice of “going naked” or “with protection” is largely a matter of personal choice. That said, in light of current difficulties, it is easy to lose sight of the real reason why you might want or need to use a screen protector...
Ideally, a screen protector will provide a robust and optically invisible “sacrificial” protective layer for the screen - that, should it be marred or damaged, can be easily and cheaply replaced. By contrast, replacement of a marred or damaged screen is very expensive and disruptive to the owner.
Similarly, the oleophobic screen coatings have a finite life; the coatings actually “wear out” with use. Being a replacable consumable item, this problem is also avoided when using a screen protector.
When using the “Mk1 finger” stylus, any particle of grit or surface contaminiation is easily “felt”; instinctively and unconciously the end-user will reduce pressure when swiping their finger across the screen, reducing the liklihood of visible damage to the screen or its coatings.
By contrast, when using an Apple Pencil or other physical stylus, you cannot “feel” surface contaminants in the same way - as such, it is possible that an abrasive particle could be drawn across the screen by the Pencil/Stylus - causing damage. If you can “feel” grit under a stylus, it’s already too late as a scratch will have occured.
Consider also the matter of material science - or more precisely tribology. Contrary to what you might intuitively think, hard materials are more susceptable to damage than soft materials. Abrasive particles will embed themselves in the surface of a soft material (such as the tip of an Apple Pencil or Stylus) - and will abrade/damage a hard surface (such as a screen) when sliding across it.
Anyway, not detracting in any way at all from personal choice - or the current inability to successfully use screen protectors on the newest generation of iPad Pro - there are many good reasons to use a protective protector on an expensive screen.
Personally, I acknowlede the assertion that a screen protector is, perhaps, an unnecessary addition if only using a finger on the touch screen - but, again speaking personally, I wouldn’t entertain using an Apple Pencil or other stylus without something in place to prevent accidents.
The environment doesn’t have to be particilarly dirty to have potentially damaging/abrasive dust particles present.
