As several here have said, the S21 series indeed does not come preinstalled with a screen protector. Here is a link to the Covering options Samsung has released for these models so far: https://www.samsung.com/us/mobile/mobile-accessories/phones/?smartphone_compatibility=Galaxy+S21+Ult...
For screen protectors, you can always check www.samsungparts.com or you're welcome to use any compatible 3rd party screen protectors.
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It even comes with 2 screen protectors
Check this Youtuber Test at 1:20