I assume you mean keeping the sample under N2 protection atmosphere, right?

If you activate surface chemistry photochemically or another way, humidity and oxygen will often scavenge the activated sites and that may reduce the yield of whatever your intended product is. There are of course systems in which you are lucky and it doesn't make a difference, but the "not making a difference" is something you would have to verify.

I have never reviewed a photochemistry paper and it's unlikely that will change anytime soon, but if I would do it and someone presented me with surface activation in random air that's exactly what I would be asking for.