Is there any reason to leave these damn things on my bike?

[bikinchris]

On clinchers, you should use the nuts only if the rim is flat where the nut screws down. Otherwise, it will likely keep coming loose. Leave it off.
If you have a knocking sound coming from the stem because it is loose, wrap the stem with a round of electrical tape. That should take care of that.

Tubeless stems use an o-ring seal that helps keep it from coming loose.