Thanks for the replies. The tube idea seems the most viable.
I don't get wanting to throw it away, even if it really is just for protection in transit. "Transit" doesn't just mean sale, it also means moving home or studio, or even just taking the brush with you while traveling for a job or a meetup. And given how expensive the brush and it's parts are, I'm not going to turn my nose up at the extra protection, especially if Iwata saw it as necessary enough to justify.
I've also found it a handy helper when flushing the brush, as I've found it's a bit harder to cover the Micron air nozzle just by pinching it with fingers like with my other brushes. Using the rubber cap for that makes it way easier and less messy.