Seems that screen protector built in for all the S21 Exynos models. Some members with S21 confirmed theirs did have one earlier in the year https://eu.community.samsung.com/t5/galaxy-s21-series/pre-installed-screen-protector/td-p/2840235
I appreciate some don't like the feel of a tpu plastic screen protector.
I personally don't like the feel too.
However there is a chance of micro scratches from not having some form protector at all.
Also it protects the phone from scrapes from accidental bumps and drops @sarasphotobox
I peel mine off and apply a Whitestone Dome Glass Screen Protector as it's the best I've found on the market and feels just like the phone's own display.
I use microfiber cloths too. Just ensure they are washed and or replaced pretty regularly just incase they pick up specks of grit etc that can actually mark the oleophobic coating.
Current Phone >Samsung Z Fold³ 5G.
Previous Phone > Note 20 Ultra 5G SM-N9860.