I used to put the nut on the tubes of my 28-38 mm tires on my old road bike, since I had to deflate the tires every time I removed the wheels, and I did a lot of drive+bike+drive trips in a Toyota Corolla back then. The nut makes inflating a completely deflated tube a little easier.
Now that I hardly ever deflate tires, I don't put the nut or the cap on.