It's because of the material that they're made of and the way screens respond to touch. Think of a stylus. Grab an S-Pen, and try it on a different screen without S-Pen capabilities (or a Wacom digitizer). Does it work? Nope. Now take a capacitive stylus (those rubber tipped ones) and use it on the screen. It works! Because the screen requires some electrical current to be flowing through the touch for it to work. Your finger can conduct that, and the material the capacitive stylus are made of can, too. The protectors need to let this current through, so they're a bit conductive, but since the thin-film ones are too thin, unless they're poorly made, they won't conduct any noticeable current unless touched. Glass ones are trickier, and material stuck between the glass and the screen might trigger 'ghost inputs', not to mention that the added thickness can also reduce the screen's sensitivity.
10-03-2016 10:06 AM