It's a total, complete, 100% scam.

Nitrogen-filled tires are used by high-performance racecars. NASCAR, F1, Indy, etc. When you're going 180 MPH, your tires and brakes get really f'ing hot. Nitrogen is much less reactive to heat, thus making tire inflation changes much easier to predict. At these speeds, 1/4 lb of pressure in just one tire can make a significant difference. If you're driving your HCH at those speeds, under that kind of braking (sp?), you'd better be doing it on a racetrack. (Your MPG will also suck.)