If it really bothers you so much, you might as well polish it. But are you doing it yourself or are you sending it in to the service center?
For me, scratches on plexi gives character to the watch as it "ages" with you, just like dings, bumps and scratches alike on the casings. I've learned to live with that. Even though it does give me heart pangs when my watches get new tattoos but I'll soon get over it.
Ciao!
Lionel