On old Powerbooks (the G4 specifically) the keyboard would sometimes leave an annoying permanent imprint on the screen. However, with any new Macbook, this is not an issue: the keys are now softer and further away from the screen, so they should never touch.
In my experience, trekking around with my rMBP, no protection is needed: I've traveled pretty roughly with the computer with no protection on and the screen is in perfect condition (even if I look closely). Just make sure no dust or other particles are on top of your keys because the added height may cause it to touch the screen.
As far as why Apple ships MBs with foam screen protectors, it is apparently to protect they screen during the roughness of shipping (where there is significantly more bounce for the keyboard and screen to deal with than you'll subject it to in your use of it); I think any damage is rare enough that you don't need to protect the screen, though Apple does want to ensure that every MB is opened upon delivery in perfect condition (thus the foam insert).
tl:dr: Don't worry about it! You're much more likely to damage it by spilling liquid onto it, dropping it, or leaving it around pets.
For more, here's a forum discussion about your question.