That's strange. The Bilstein documentation I think specifically says to use it. I installed four of them this past winter.
Check out Wayne's tech article here, you can see without it all force is on the cap of the strut housing...maybe that is ok, these struts are built like tanks.
http://www.pelicanparts.com/techarticles/Boxster_Tech/63-SUSPEN-Shocks_-_Springs/63-SUSPEN-Shocks_-_Springs.htm