Tim, in my experience the purpose of those is to cause condensation and thus gurgling which can't be fixed with a pipe cleaner, which quickly leads to a mouthfull of pipe goo.
I think they're meant to act as a device to test the intelligence of pipe smokers, i.e. if you leave it in there you're not very smart. Or maybe it's if you actually buy a pipe with one of those in it you're not very smart?

I can say from sad personal experience that the one on top is from a Kaywoodie and the one on the bottom is from a Dr. Grabow.
Edited to add: I've always heard them called "stingers," except for one guy who called them "That !%@%! little aluminum thingy in there that keeps clogging my pipe."