The screen (most of them, at least) work by detecting minute changes in the flow of electricity on the screen. You need to press the screen with something conductive (say, a finger) for the screen to detect a chance in resistance, and even thin gloves are enough to interfere with that.
Some screens work by layering two membranes on top of each other and detecting where they are pressed together which doesn’t care at all about what you press it with, but those are also more prone to wearing down due to the moving parts.
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