Not a must, but just a cost/benefit estimation. Direct contact with Gorilla Glass feels really good, and the stuff cleans with a wipe of a microfiber cloth on the occasions that it needs a wipe. As opposed to a screen protector's greater friction (especially when warm) and daily need for a wipe down with cleaning fluid. At this point, I'm kind of resigned to the fact that I'll always want to fork over the cash for a new phone every year, for various obvious reasons. So it finally dawned on me that, based on my user experience, it's worth one year's worth of risk to always (year after year) have the feel of glass instead of screen protector under my thumb.
So, for anyone preferring the feel of glass over screen protector (virtually everyone), it just comes down to how much cost (in the form of risk) that you're willing to bear to enjoy your preference 100% of the time. A cell phone is so personal and so often in the hand that it truly sucks to mar the experience from the moment you buy it.
Galaxy S 4 I9500 (WanamLite 2.0, PhilZ Touch 5.08.8)
<= Galaxy S 3 and Galaxy Note 2 <= Samsung Galaxy S 2, Galaxy Note, Galaxy Tab 7.7, and ASUS Transformer <= iPhone 3GS <= Motorola Milestone <= Nokia 5320 <= Kyocera K612