Yes. Plastic is a lot thinner but worse regarding optical qualities, touch and protection.
The Glass Protectors are thicker and more visible but protect more and usually are more oleophobic and smoother to the touch.
Plastic:
+ thinner, thus probably less visible
+ cheaper
Glass:
+ better optical properties
+ more protection
+ better touch
Both of them are composed of several layers and are usually attached to the screen by static. Also all of them are one use only (even if they claim that you can wash them off). It depends on you. I am TOTALLY OCD about that topic and can NOT accept only the slightest imperfection like small dust, hair, bubbles etc.. Most people seem to be a lot more reluctant by the judge of what you see in peoples hands - no WAY for me to even remotely use something like that. Also, get a good one (like the Nillkin). there are cheap ones which do have bad or no oleophobic coating at all. But BTT.
Please beware, many Lumia 950XL have a liiiitle bent down edges on the display - most probably you really need to use the thin Nillkin.
Hold the Phone and mirror something with stripes and look at the edges, moving it a little.
Many protectorsclaim to be 0.2 or 0.26mm thin - the oly one I found that REALLY is thin and therefore less stiff and therefore better sticking to the 950XL edges, is the Nillkin.