I didn't find the protective plastic film made a big difference. I suppose if you put them side-by-side you'd see the film will make the image a little more dull. If left on I would suspect the plastic film may turn a yellowish color (UV does this sometimes). Not to mention it may leave a sticky residue on the TS itself when you do finally take it off.
Keep in mind that technically anything touching the screen can affect calibration. Especially if it's cold and the temperature changes cause the film to expand/contract. Just a thought.