As long as the pump has a good screen it doesn't seem to matter much as far as snails etc...getting in. Snails will inevitably get down there but most don't put them in the sump unless you have a light source and algae. I personally wouldn't worry about a screen as it will just be something else to get dirty and need cleaning.
The black fiberglass screen is safe to use though.
The black fiberglass screen is safe to use though.