Protecting your tank's threads when it's not in use is smart for a ton of reasons. Foremost is that the threads can get damaged fairly easily from dropping it or getting banged up in your gear bag, and the bonnet on your tank is expensive and annoying to replace. The second is that it's easy for dirt, gunk, and random paintball filth can make it onto the top of your regulator, and when you screw it into your gun and gas it up, that gunk will now be inside of that!
