It depends which gimbal guard (lock) you are referring to. The Spark has none, the Air has a tinted gimbal lock and no gimbal bubble, the MP has an opaque gimbal lock and a clear gimbal bubble. The M2 series has a tinted lock.
In my personal experience, when I was first starting out with a Phantom, I could have had a neon sign on my gimbal lock and still forgotten to take it off. The Mavic Pros lock is easy to forget to take off because it's at the bottom, under the bubble. Some people attach a pennant or other reminder to remove it before flight. Flying with the MP gimbal bubble on wont hurt the gimbal, but flying with the lock on will.
DJI does give you a warning in DJI Go to remove your gimbal clamp if it detects gimbal movement is restricted.