Plasma screens can suffer from burn-in.
I've seen an example - it was on an ex-Enron TV screen that had found it's way into a rugby club bar, and had "Enron" still visible in ghostly writing in 2 corners of the screen!
LCD screens don't suffer from burn-in, but LED screens do.
On balance, a screen saver can't do any harm and may prevent some damage, so why not?
Of course, if you have a power-saving mode enabled, the monitor will be able to blank and then standby, so that's a viable alternative.
SD