The Suhner spindle comes with a collet nut to hold the collet. Although the supplied nut is a pair with the supplied collet, when you need to switch between collets for different sized tooling, it can be slow and cumbersome to have to keep removing the collet from the nut to switch them out.
Therefore it is useful to have additonal nuts to pair with the other collets in your set and thus avoid the need to add/remove collets when changing tools over.