I doubt they coat the Saphire as the coating is not as hard as the Saphire and would scratch. And as someone else mentioned, Saphire is more reflective, so more noticeable.
As for driving Saphiria crazy, a hobby, or worthwhile cause to take your mind off it might help. Carry a microcloth to wipe it, or a hammer to hit your thumb each time you view it. Won't be long before you stop looking. Don't want you going crazy over it. 😉