Better OLED resolution and configuration with XPS 15
You should always set a LCD/LED screen to its native resolution. Anything else is going to look bad.
As you have already realized, you can scale the elements of the display to make them bigger without having to change the resolution.
As far as your concerns about wear to the panel, the screen resolution is irrelevant.
Presumably you might get slightly better battery life and/or CPU usage by having a smaller screen resolution, since your graphics adapter does not have to work as hard when rendering fewer overall pixels, but this is probably insignificant if you are just using a desktop environment and typical GUI applications. It does make a difference in 3D rendering and gaming, but you can usually make these kinds of adjustments in the software settings without having to change away from your native resolution.
tl;dr: Always set your display to the native resolution.