The physical CarPlay screen in your car is going to look slightly different, depending on the model of car you own and the manufacturer, even if the interface is identical once you're connected. That makes it harder to know for sure whether any protective film on the screen is supposed to be removed or not.
The viral TikTok video muddied the water by referring to this film as a "screen protector." In the general sense, that's true: it's designed to protect your screen from the assembly line to your front door. Unlike a screen protector you'd use on your phone, however, which is usually applied after you've bought it to protect your screen, these protective films are really only there to protect it during the shipping process. Leaving it on for long periods of time isn't a smart move, as the adhesive (or the plastic itself) can melt onto the screen, which can cause your CarPlay screen to stop working.
You can buy third-party screen protectors that perform the same job, but these aren't typically manufacturer recommended. Depending on the material, they might make it harder to use your CarPlay infotainment screen, and you may need to check that the adhesive they use isn't going to damage the screen inside your car.