Why? several reasons...
The selvedge of any fabric, even delicates, is usually surprisingly strong and quite stable compared to the body of the same fabric.
Particularly with sheer fabrics; the selvedge, being exactly the same colour of course, will blend in perfectly and won't show through to the right side of a sheer fabric at all. This is a big plus if your fabric is an unusual colour.
Also, you are making good use of the scraps that you would probably toss out anyway, which is more economical than not, yes??
Just stitch it down to the wrong side of the garment, as close to or just within the seam allowance. If your fabric is super delicate you could fold it over, or use a couple of strips layered together, giving you triple thickness fabric at this point...
