I know it's not the entire reason, but part of the reason to use it is so they don't loose (or gain) pressure with changing temps.
I can say I have nitrogen in a set of tires that have been on a car for near 3 years. Haven't lost a pound (with exception to the slight amount that bleeds out when I hook up the gauge).
I know they charge extra for it most places, but for some reason when I had those tires mounted, they didn't charge me extra, Or even ask me about it for that matter.
If I lost any, I would probably just add air, or have my HVAC buddy bring over his portable tank he uses for blowing out coils.
FWIW- When I used to be into off roading/rock crawling, it was the easiest way to contain alot of "pressure/volume" in a small package instead of carrying an air compressor onboard. A small nitrogen tank would reinflate several large tires, where a cylinder with only 150psi or "air" would maybe refill a small tire or two. I think they used to charge the nitrogen tanks to 2000psi.