Funny, I was figuring that out this afternoon. The new film I bought had those protective layers, which I’d not run into before. And couldn’t tell if they they came off (hard to see them in the first place), and like you said nothing was mentioned in the instructions on the package or on Amazon. However, the Amazon page had a video, and I saw them taking it off. So I lucked out, I rarely watch those things.
Here’s the product I’m talking about, fwiw. Seems to be higher quality than what I used before, and lots cheaper than competitors.