We don't use them as the keyboard is supposedly there to protect the screen when travelling. Other than that I'm not sure why someone would scratch the screen.
I use Mr. Shield glass protectors on everything I have, including the Surface (it can't hurt, that's my thought, especially with 3 year olds using the pen on the screen). $10 for a 2 pack, and easy to install even on such a large screen. They have a great replacement warranty (never have cracked one in use though my wife has). You just email them with your Amazon order number and they ship you another pack.