Its so the quick disconnect fitting doesn't get over tightened into the cylinders valve. Either install it carefully till the black insert starts to flex and stop or break the plastic insert and extract qd with needlenose pliers/vice grips at later point in time.

It doesn't need to be removed from tank to fill it with gas. There's a variety of standardized lp fill valves/fittings that your lp refueling station can push gas through.