The plaster guard is not designed to stay on the rough-in valve...so it should not have any impact on installing the trim. BUT, if the hole through the wall was not at least as big as the plaster guard, there may be no way to get to the holes (which are in the valve, not the plaster guard) to actually attach it. the plaster guard is there to help position the valve properly in the wall and to ensure the hole is big enough and in the right place so you CAN install the trim.
The only time the plaster guard is designed to stay in place is to help stiffen things up when you have a thin-wall installation (like a thin fiberglass shower surround). And even then, if the hole was sized and positioned properly, it would not affect the ability of the trim to be installed.
You may need to try to cut or trim the tile on the wall so that the screw holes are uncovered.