If you mean the plastic shield on top of the capsule as in U87Ai (and as it appears, also on older U87's and U67's capsules) I've also wondered that. So I did some serious googling and found this quote from Klaus Heyne:
"It protects the diaphragm ring from distorting/changing shape in case of whiplash of the capsule against the inside of the basket. First contact and primary impact in such case will be of the nylon collar against the basket, not the capsule's fragile diaphragm ring which needs to provide even diaphragm tension."