TJR,
it is a fact that most tires loose 1-3 PSI per month. That's why tires loose air just sitting there. The higher the pressure used in the tire the more apt the air is to be forced out of the tire through the permeable sidewalls.
The reason that the tire rarely goes completely flat is because once the pressure gets so low (probably about 10-15 PSI, there is not enough pressure to push out the remaining air. Also, what has leaked out are the oxygen and CO2. The larger nitrogen molecules are too large to pass through the rubber. Yes, Probably >90% of the cars on the road today are running with one or more tires below the recommended air pressure.
I think we have already gone through all the scientific theory and proved that Nitrogen expands at the same rate as any other gas at the same temperature, and altitude, so those are not valid reasons to use nitrogen in the tires of a street driven vehicle.
The last remaining reason is valid, in that by using nitrogen there is no oxidation of the rubber or moisture inside of the tire. While this is a good feature, is it that benificial when the outside of the tire is exposed to oxygen, UV rays, water, grease and oil.
This is only benificial to the airlines and racing teams who have these expensive tires retreaded and rebuilt as long as the carcass is still good. The average street driven vehicle will replace the tires every 3-5 years because they are worn out.
I don't see any harm in using nitrogen if you have a lot of vehicles/tires and you can buy the nitrogen in bulk like Caymen. Otherwise it's a waste of money on a street driven vehicle except for a few exceptions like RV's that sit a long time or other antique/vintage vehicles that sit for long periods of time or have special rare tires.
If your dealer filled your tires with nitrogen, it's only because they are hoping you will return to them to have your tire pressures checked since they know that nitrogen is not readily available at your local gas station. They can charge you for filling up your tires and they can try to sell you more services...needed or not.
...Rich