There are a ton of devices out there that come with throw-away plastic films for protecting various things. The N800/N810 are neither the first nor last in this tradition.

Really, I don't see a problem with leaving the protector on (I used mine for 6 months). It's not much less durable than the throwaway protectors you find on ebay, and it's already been applied for you. Sure, it doesn't last long, but there's no harm in leaving it on there (and, in my opinion, it's better to scratch that than the screen itself).

If it works for you, fine, if not that's fine, too.

My 770 went for a little over a year of heavy use without a screen protector. It was a little scratched, but not noticeably so when I got my N800. I decided to leave the factory protector on my N800 because I just couldn't stand the idea of having a screen scratched up again (however faintly). I eventually replaced it with a Boxwave anti-glare, and probably the best thing out of that decision was the awesome anti-glare properties, which make the screen readable in a lot more lighting conditions.