You can pinch flat. That's why they make these. Granted, I think it would be pretty tough to do on a road bike.

I haven't ridden latex tubes, so I'm not sure how much smoother they roll. However, I do ride tubeless and the added flat protection is something that no other setup besides tire liners (which roll like ****) can match. I don't think the mess is anything to worry about. When I did my last tire change I just used Simple Green and an old toothbrush and everything was fine.