During the early turns, you can easily cycle it for 1 mana to replace itself, but if you draw it late in the game, its a great way to win the card advantage battle
There are lots of situations where you draw it and don't want to use it at first, perhaps you have lots of lands or only very low costing cards, the Chrome Mox will sit in your hand but instead of being dead it will be a get out of jail free card
Having the ability to cycle is important enough to turn a fringe-playable card all the way up to third place in my Amonkhet set review, so I guess that shows how important I have found cycling to be early in my Standard testing
I rip into them gleefully, greedily
In all other cases, it can stay in sideboard waiting for its turn
Whether you're at a local Friday Night Magic event, a competitive tournament, or a casual game night with friends, these sleeves become part of your ritualyour preparation, your mindset, and your expression of fandom