But that doesn't really apply to Costco members: the ready availability of free nitrogen at Costco eliminates any downside.
On that note, a related tip for Costco members (only because I always see people fail to read the instructions): on Costco's tire-inflation pumps, if your tires are hot (meaning you have driven at least 3 miles to arrive at the pump) you're supposed to set the pressure to 4 psi more than the pressure recommended on the label in your vehicle's door jamb.
Using one of their tire stations does in fact fill your tires with a compressed gas that is mostly nitrogen.
There is a potential "misunderstanding" by those who don't realize that ordinary compressed air is 78% pure nitrogen gas.