If you can get nitrogen for free, it is a better option, but I WOULD NEVER PAY EXTRA FOR IT.
Most serious racers who do not have bleeder valves, do use nitorogen, because it is more stable, but it still will build up air pressures even with nitrogen (but less than with normal air). Rumor has it in Nascar racing that some teams are intentionally poking very tiny holes in the side wall so that they leak a tiny amount of air so that the tires do not build up too much air pressure during a run, or that the valve stems leak themselves. (Nascar Cup does not allow bleeder valves). This is all conjecture and rumor, but you know all the teams are trying to get an advantage some where. The sidewalls are thin enough that some teams claim they leak air anyway.
But I repeat, I wouldn't pay extra for nitrogen, but if you can get it for free, than are a few good reasons beside air build up, which a few people have already mentioned here (air condensation, wheel deteteriontion or corrosion over long term use) that make nitrogen a better option than standard air. But paying extra for it, IMHO is not worth it. But since Costco offers it for free, and I buy my tires there (since they offer free rotation for the life of tires, and you can't beat their prices when they go on sale there), it's a no brainer to use nitrogen. But I'm not worried either when I add a pound or five of normal air either.