AIUI it positively stops the collar from moving to the 'release' position. There was someone on the CTC forums complaining that without them and using the MKS SPD-a-likes they could sometimes nudge the release and pull out the pedal instead of the shoe when trying to unclip...
I've an old set of MKS Ezy pedals, and the more you use the quick release, the easier it gets to release the pedals. I'm guessing that you're fine without the clip, but for Health & Safety, they'd prefer you to use it.
Have used them at work, aren't to bad just don't lose the plastic bit.