Gents. No plastic of any kind is going to be harder than STEEL, so the only thing that could scratch your blades is debris trapped between the sheath and the blade. This could happen with any sheath material.
Now, COATED blades are a different animal, because now you have to worry about a plastic scratching... the coating. Which might or might not be harder than the sheath materiial.
My bet is that SanMai blades from Cold Steel are not coated, so you should be good to go with any material for the sheath as long as you keep it clean.
Mikel