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By running it without a hub ring you are putting the weight of wheel (and car) on the studs instead of the center of the hub...it also enables the wheel to be perfectly centered
Pick up some plastic hub rings they are only a few bucks...
^ that makes sense. But having said that, wouldnt you want the weight of your car on something a little more sturdy than plastic?
The plastic takes the weight just fine. The only time the aluminium would be better is for impact, and assuming your wheels are tightened onto your studs, there's no reason it would sustain an impact for any reason. Just steady weight.
If you mount the wheels properly using the star pattern, it should mount into the center. But people still complain about vibrations since the wheels aren't exactly centered. Hub centric rings are adapters that will allow you to put the wheels exactly in the center and have them fit snugly onto the hub lip.
The hubcentric rings are helpful if you use:
1: wheel bolts (VW, BMW etc)
2: have small face area lug nuts (tuner lugs or non shouldered lugs)
3: a wheel that was single weight balanced
Beyond those minor issues I have never used them. They aren't necessary but its a good choice.