I purchased a very similar yellow (same brand) drill bit set, and this partial screw was accessible without opening the package. As other answers mention, it is for demonstrating the magnetic screw holder - and usable by potential customers shopping in the store, while the product is on the display shelf.
So, it is not really useful to keep, unless you ...
It may be a “keeper” for the magnetic bit. In the old days putting the keeper on the magnet would retain the magnetic strength. Modern magnets are much less likely to need this, now have much lower “magnetic permeability”
Several on line sources report it is for demonstration purposes. It is there to show you how the magnetic holder works. Pull, Tire, Tirez, are translated as "PULL" in English. This may explain why there is no holder in the case for it.