+1,
I had a thread protector made for one gun, Just to be darned sure the threads don't get dinged. A couple others, that are generally only shot off the bench, I just unscrew the brakes and go for it.
If the protector weighs different than the brake, your POI may change when the protector is on. POI may also change just from removing the brake. Then again, it may not on your rifle. Just double check it to make sure.