I have a screen protector on mine (Surface Pro 2). I strongly suggest everyone to get one.
The thing is the pen wont' scratch the screen, the gorilla glass is resistant against that, however the moment the screen is dirty (dust, or accumulation of finger oil/dirt, from using the touch screen), now you are asking for scratches. Gorilla glass is a highly hyped product. It is scratch resistant, but it's actually not great. The point of Gorilla glass, is to return the scratch resistance of tempered glass to glass. Not make it scratch proof, or really hard to scratch. The only way to have it really scratch resistant, is if they use plastic based glass, but that has other downsides as well.