Some people do it just to re-moisten their weed if its dry.

I personally don't like doing that. Using orange peels would ruin the taste of a good herb. I use to use small slices of potato to re-moisten it, but I don't anymore. All that weed is just going to get burned anyways. Who cares how moist or dry it is. I prefer dry herb though. Burns a little better.

Using anything to re-moisten herb is going to increase your chances of mold, so I don't bother anymore.