The purpose is to keep the Floyd in a floating position relative to where it should be after the string change is done. Since Floyds are floating trems, if you were to take off all the strings the spring action would pull the trem completely back until the trem can rock back anymore... This would make it a bugger to change the strings... and also to set-up afterwards because you would have to tune each string individually up while the trem slowly rocked back to it's original placement. I don't suggest you take all the strings off... unless you want a 20 minute string change to turn into an hour string change.