Haha, you're a joker.
It's up to you. But if you want maximum image quality from your lens, remove the UV filter or any other unnecessary filters, when taking the shot. In relative terms, the £39 UV is cheap and so is the £699 lens that's being featured. They aren't high end products.
that has the same filter so its 'free' there as well - if you click the savings tab on the deal link it takes you to the 695 - bit odd ofc!
a 40-50quid filter isn't 'cheap glass' for the task it does there are 15 bits of glass inside the lens and they are more specialised averaging 46quid per element - cheap glass!
Of course it has an effect on picture quality. Also possible introduction of lens flare. Why put cheap "glass" on more expensive glass?