Even if he does get checked or knocked down by the goalie, that is just fine for the offensive team, anything that distracts the goalie from doing his primary objective of stopping the puck is a benefit. Typically the goalie will just try to see around the screening player, unless the player is literally on top of him in which case the goalie may try to push back a bit, probably in the hopes of getting an interference call. What you do see sometimes is once the puck has been cleared out of the zone the goalie may take a cheap shot or a slash at the opposing player. Sometimes they get away with it, sometimes not.
The more common tactic is for a defenseman to try to keep the front of the net clear by checking and slashing the screening player, making him “pay a price” to be there. This can backfire though as it means there is another big player right in front of the goalie.