Is artificial exfoliation bad for your body?

As I get older, I know that foreigners don't scrub their skin in the bathroom. They say that dead skin cells are a kind of skin protector and are naturally removed from the body. A few days ago, a friend introduced me to an exfoliating cream and even showed me a demonstration. But I have one question...

Do I really need to remove dead skin cells manually? Are they unrelated to skin protection? I need expert advice.