The grease magnet effect is just because the screen protector folks didn’t apply an oleophobic coating. You can buy it and apply it yourself, if it bothers you. Additionally, the oleophobic coating on the Steam Deck will wear out eventually, so you’ll still wind up with grease anyway.
You’ve done nothing to protect against scratches. When the Deck’s screen gets scratched, you’re SoL. Replacing a screen protector is easier and cheaper than the Deck’s bonded screen.
A screen protector can absorb a drop, in much the same way as a crumple zone on a car. The kinetic energy that would crack your screen has a higher chance of being absorbed by the protector, cracking it instead.
Also, just get a cotton microfiber cloth to clean the protector, if you don’t want to be bothered by applying a coating. Most games don’t require touch controls, anyway.
The cost of replacing a whole screen seems like a worse tradeoff than having some oils you can only see when the screen is off.