Is there any benefit to storing the wheel with the dummy pin in it? I know they ship with the pin but I can't remember how it was inserted. Basically should the QR spring be compressed or not when being stored?
They way it is in your picture is the way they are shipped and should be stored according to Fanatec.
That said, I would really like to know why it is necessary as I can't think of a valid reason.
It is to relieve the strain on the ball bearings. With the wheel mounted, the balls are seated in their little round seats on the shaft and the pressure is on the "top" and "bottom" tips of the balls. Without the wheel mounted and no storage pin, the pressure is on the outside circumference of the balls and they could deform over time.