If you have a NIB game, I would play a couple of games first to see that the machine works like it should. If you are happy that the game is ok, only after that I would put the protector in. Otherwise the manufacturer might claim that the faulty operation of the pinball machine is due to the end-user messing around and installing a PF protector.
Oh, and a definitive downside to me is the "sweaty look" that sometimes occurs under the protector. These are so-called Newton rings and I have yet to discover a proper way to get rid of them. I do not know if the occurring of Newton rings is only plaguing a single manufacturer of playfield protectors, or is this a more general phenomenon among manufacturers.