You’re not going to be able to put the iPad Pro in a case, then put the cased iPad Pro into a Magic Keyboard case. Don’t even think that has a slim chance of working, because it won’t. The magnets might be strong enough to hold onto the iPad, but the smart connector pins have such a tiny amount of movement, any case added to the iPad will degrade the connection and cause issues with both the keyboard and charging ability of the USB-C port.
As someone else said, you can add a skin to the iPad, for some scratch protection. I’ve done that with my 2018 12.9” and it works perfectly with my current Keyboard Folio, assuming it will also work with the new Magic Keyboard case.
To a point, you do have to recognize that the iPad Pro is an expensive device that is going to be susceptible to damage if you drop it, even if it is in a case. If you’re using it in tablet form while watching videos in bed, you should be ok, as long as you don’t let it slip off the bed onto the hard floor. I use it this way and simply set it on a shelf of my nightstand when I’m done using it.