A tyre inflated with nitrogen doesn't change pressure with changes in temperature anywhere near as much as one filled with air. If its 30 psi at standard ambient temperature, it stays near 30 psi regardless. So the wear rate is less when running at fast speeds on cold tyres. Consequently there's no need to check and adjust pressures according to what type of driving you'll be doing. Handling characteristics remain constant too.
Racecar tyres are nitrogen filled for those reasons. A couple of psi difference in a racing slick can make a ton of difference to a car's performance.