I was skeptical too until I try them. I tried several and settled on the Nockturnals because their weight does not alter arrow flight as much as the heavier makes.
With today's bows launching arrows at 300+ fps, the nocks allow you to track your arrow flight, especially in low light conditions and to validate your shot was good or not.
They also allow you to find your arrow or in the post above, even your animal if it wasn't a pass through.