Well, not quite. As Eclipse2k said above it's not the PEN that scratches the screen but tiny particles that get stuck between the pen knob and the glass. When you slide those particles across the screen, say a dirt or sand particle, THEN you will scratch the screen. This is almost completely unavoidable unless you wipe your screen and pen tip off every single time you go to use the phone, and only use your phone in some kind of air-tight quarantine space lol
Point is, you go without a screen protector and you will get scratches. No matter what Gorilla Glass or super duper anti-scratch proof glass you use, it will happen. If you don't mind seeing lines scattered all over your screen, go naked. Just don't be in shock when one day you hold your screen under a light and feel your heart skip a beat